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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 | 0.99% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,582 CHF | 100,569 CHF | 23.93% | 23.93% |
| 15/05/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,036 CHF | 99,036 CHF | 99.56% | 99.56% |
| 14/05/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,292 CHF | 98,292 CHF | 99.56% | 99.56% |
| 13/05/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,200 CHF | 99,200 CHF | 96.73% | 96.73% |
| 10/05/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,765 CHF | 98,765 CHF | 99.88% | 99.88% |
| 08/05/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,732 CHF | 97,732 CHF | 99.60% | 99.60% |
| 07/05/2024 | 1.04% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,888 CHF | 96,888 CHF | 63.30% | 63.30% |
| 06/05/2024 | 1.05% | 95.05 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,888 CHF | 95,888 CHF | 90.15% | 90.15% |
| 03/05/2024 | 1.08% | 93.50 % | 94.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,485 CHF | 93,485 CHF | 91.67% | 91.67% |
| 02/05/2024 | 1.09% | 89.85 % | 90.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,944 CHF | 91,944 CHF | 12.14% | 12.14% |
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