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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 | 0.82% | 97.13 % | 97.93 % | 250,000 | 246,000 | 250,000 | 247,681 | 242,420 CHF | 242,151 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.83% | 96.53 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,973 CHF | 242,973 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.82% | 96.92 % | 97.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,954 CHF | 243,954 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.83% | 96.17 % | 96.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,338 CHF | 242,338 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.83% | 95.96 % | 96.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,427 CHF | 242,427 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 95.73 % | 96.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,359 CHF | 241,359 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.84% | 95.32 % | 96.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,213 CHF | 240,213 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.81% | 97.65 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,403 CHF | 246,403 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.81% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,031 CHF | 247,031 CHF | 98.88% | 98.88% |
| 02/05/2024 | 0.83% | 96.46 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,007 CHF | 243,007 CHF | 100.00% | 100.00% |
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