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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 24/05/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,326 CHF | 98,326 CHF | 96.92% | 96.92% |
| 23/05/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,837 CHF | 98,837 CHF | 99.27% | 99.27% |
| 22/05/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,288 CHF | 98,288 CHF | 95.65% | 95.65% |
| 21/05/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,575 CHF | 98,575 CHF | 97.73% | 97.73% |
| 17/05/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,662 CHF | 98,662 CHF | 99.56% | 99.56% |
| 16/05/2024 | 1.01% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,963 CHF | 99,963 CHF | 21.23% | 21.23% |
| 15/05/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,366 CHF | 95,366 CHF | 99.56% | 99.56% |
| 14/05/2024 | 1.09% | 92.15 % | 93.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,142 CHF | 92,142 CHF | 99.55% | 99.55% |
| 13/05/2024 | 1.06% | 94.70 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,880 CHF | 94,880 CHF | 96.73% | 96.73% |
| 10/05/2024 | 1.07% | 92.50 % | 93.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,288 CHF | 94,288 CHF | 99.88% | 99.88% |
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