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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/05/2024 | 0.89% | 89.63 % | 90.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,493 CHF | 226,493 CHF | 100.00% | 100.00% |
| 24/05/2024 | 0.88% | 89.83 % | 90.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,351 CHF | 227,351 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.87% | 90.77 % | 91.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,373 CHF | 230,373 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.88% | 90.47 % | 91.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,353 CHF | 229,353 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.86% | 92.01 % | 92.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,540 CHF | 232,540 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.86% | 92.27 % | 93.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,436 CHF | 232,436 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.87% | 91.50 % | 92.30 % | 240,000 | 250,000 | 240,544 | 250,000 | 220,699 CHF | 231,370 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.91% | 88.50 % | 89.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,825 CHF | 221,825 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.93% | 86.17 % | 86.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,362 CHF | 216,362 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.91% | 88.18 % | 88.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,878 CHF | 220,878 CHF | 100.00% | 100.00% |
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