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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 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,837 CHF | 99,839 CHF | 23.05% | 23.05% |
| 15/05/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,486 CHF | 98,486 CHF | 99.56% | 99.56% |
| 14/05/2024 | 1.03% | 96.90 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,629 CHF | 97,629 CHF | 99.56% | 99.56% |
| 13/05/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,381 CHF | 98,381 CHF | 96.73% | 96.73% |
| 10/05/2024 | 1.02% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,229 CHF | 98,229 CHF | 99.88% | 99.88% |
| 08/05/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,567 CHF | 97,567 CHF | 99.60% | 99.60% |
| 07/05/2024 | 1.04% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,982 CHF | 96,982 CHF | 65.18% | 65.18% |
| 06/05/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,749 CHF | 96,749 CHF | 90.15% | 90.15% |
| 03/05/2024 | 1.05% | 95.00 % | 96.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,674 CHF | 95,674 CHF | 93.19% | 93.19% |
| 02/05/2024 | 1.04% | 93.25 % | 94.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,333 CHF | 96,333 CHF | 97.97% | 97.97% |
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