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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.80% | 121.18 % | 122.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,470 CHF | 305,908 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.80% | 120.51 % | 121.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 298,153 CHF | 300,548 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.80% | 121.57 % | 122.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 305,051 CHF | 307,500 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 122.70 % | 123.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 306,145 CHF | 308,603 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.80% | 119.83 % | 120.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 298,722 CHF | 301,120 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.80% | 118.58 % | 119.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,004 CHF | 296,365 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.80% | 115.81 % | 116.74 % | 250,000 | 212,000 | 250,000 | 245,312 | 288,283 CHF | 285,136 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.80% | 112.31 % | 113.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,325 CHF | 284,593 CHF | 99.64% | 99.64% |
| 02/05/2024 | 0.80% | 112.09 % | 112.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,202 CHF | 284,469 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.80% | 113.53 % | 114.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,112 CHF | 287,403 CHF | 100.00% | 100.00% |
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