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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 | 1.02% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,094 CHF | 100,112 CHF | 99.25% | 99.25% |
| 15/05/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,767 CHF | 99,767 CHF | 99.56% | 99.56% |
| 14/05/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,566 CHF | 99,566 CHF | 99.55% | 99.55% |
| 13/05/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,830 CHF | 99,830 CHF | 96.73% | 96.73% |
| 10/05/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,434 CHF | 99,434 CHF | 99.88% | 99.88% |
| 08/05/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,715 CHF | 98,715 CHF | 99.60% | 99.60% |
| 07/05/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,088 CHF | 98,088 CHF | 64.14% | 64.14% |
| 06/05/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,456 CHF | 97,456 CHF | 90.15% | 90.15% |
| 03/05/2024 | 1.05% | 95.35 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,549 CHF | 95,549 CHF | 93.08% | 93.08% |
| 02/05/2024 | 1.07% | 92.15 % | 93.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,016 CHF | 94,016 CHF | 12.14% | 12.14% |
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