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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 | 0.69% | 72.20 % | 72.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 361,462 CHF | 363,962 CHF | 98.31% | 98.31% |
| 15/05/2024 | 0.71% | 70.01 % | 70.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 348,853 CHF | 351,353 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.72% | 69.01 % | 69.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 343,830 CHF | 346,330 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.71% | 70.04 % | 70.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 348,530 CHF | 351,030 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.72% | 69.33 % | 69.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 347,494 CHF | 349,994 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.73% | 68.41 % | 68.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,086 CHF | 344,586 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.73% | 68.28 % | 68.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 339,345 CHF | 341,845 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.74% | 67.52 % | 68.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 336,872 CHF | 339,372 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.75% | 66.99 % | 67.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 333,085 CHF | 335,585 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.74% | 66.12 % | 66.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 336,812 CHF | 339,312 CHF | 100.00% | 100.00% |
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