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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 | 1.17% | 84.55 % | 85.55 % | 150,000 | 150,000 | 150,000 | 149,978 | 127,237 CHF | 128,718 CHF | 98.31% | 98.31% |
| 15/05/2024 | 1.26% | 79.22 % | 80.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 117,941 CHF | 119,441 CHF | 99.98% | 99.98% |
| 14/05/2024 | 1.30% | 76.80 % | 77.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 114,313 CHF | 115,813 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.27% | 79.36 % | 80.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 117,827 CHF | 119,327 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.27% | 77.62 % | 78.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 116,922 CHF | 118,422 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.32% | 75.40 % | 76.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 113,001 CHF | 114,501 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.34% | 74.89 % | 75.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 110,955 CHF | 112,455 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.35% | 73.78 % | 74.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 110,306 CHF | 111,806 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.38% | 72.76 % | 73.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 108,143 CHF | 109,643 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.35% | 71.20 % | 72.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 110,444 CHF | 111,944 CHF | 100.00% | 100.00% |
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