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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,477 CHF | 252,487 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.82% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,599 CHF | 245,599 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.84% | 95.54 % | 96.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,191 CHF | 239,191 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.82% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,793 CHF | 245,793 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.81% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,435 CHF | 248,435 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 95.38 % | 96.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,013 CHF | 241,013 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.85% | 96.03 % | 96.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,573 CHF | 237,573 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.87% | 92.09 % | 92.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,193 CHF | 230,193 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.91% | 89.56 % | 90.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,214 CHF | 220,214 CHF | 81.26% | 81.26% |
| 02/05/2024 | 0.88% | 84.67 % | 85.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,752 CHF | 228,752 CHF | 100.00% | 100.00% |
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