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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 | 0.72% | 97.43 % | 98.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,124 CHF | 147,174 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.72% | 97.07 % | 97.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,327 CHF | 147,377 CHF | 99.03% | 99.03% |
| 14/05/2024 | 0.72% | 97.39 % | 98.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,137 CHF | 147,187 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.72% | 97.01 % | 97.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,938 CHF | 146,988 CHF | 90.17% | 90.17% |
| 10/05/2024 | 0.72% | 97.37 % | 98.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,298 CHF | 147,348 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.72% | 97.42 % | 98.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,943 CHF | 146,993 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.72% | 97.30 % | 98.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,613 CHF | 146,663 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.72% | 96.90 % | 97.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,554 CHF | 146,604 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.72% | 96.59 % | 97.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,630 CHF | 145,680 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.73% | 95.85 % | 96.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,937 CHF | 144,987 CHF | 100.00% | 100.00% |
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