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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 | 0.90% | 87.82 % | 88.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,116 CHF | 222,116 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.94% | 85.39 % | 86.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,714 CHF | 214,714 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.95% | 84.01 % | 84.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,391 CHF | 211,391 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.94% | 85.41 % | 86.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,425 CHF | 214,425 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.94% | 84.65 % | 85.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,952 CHF | 213,952 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.96% | 83.31 % | 84.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,345 CHF | 210,345 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.96% | 83.14 % | 83.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,398 CHF | 208,398 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.97% | 82.13 % | 82.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,744 CHF | 206,744 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.99% | 81.32 % | 82.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,934 CHF | 203,934 CHF | 99.80% | 99.80% |
| 02/05/2024 | 0.98% | 79.98 % | 80.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,836 CHF | 205,836 CHF | 100.00% | 100.00% |
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