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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 | 0.76% | 91.16 % | 91.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,888 CHF | 137,938 CHF | 99.70% | 99.70% |
| 15/05/2024 | 0.76% | 91.74 % | 92.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,132 CHF | 138,182 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.77% | 90.84 % | 91.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,523 CHF | 137,573 CHF | 98.94% | 98.94% |
| 13/05/2024 | 0.77% | 90.32 % | 91.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,925 CHF | 136,975 CHF | 93.44% | 93.44% |
| 10/05/2024 | 0.77% | 90.56 % | 91.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,932 CHF | 136,982 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.78% | 89.50 % | 90.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,847 CHF | 134,897 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.80% | 88.35 % | 89.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,313 CHF | 132,363 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.79% | 87.37 % | 88.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,952 CHF | 133,002 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.80% | 86.75 % | 87.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,299 CHF | 131,349 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.81% | 86.23 % | 86.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,494 CHF | 130,544 CHF | 100.00% | 100.00% |
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