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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 | 1.94% | 25.18 % | 25.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 63,797 CHF | 65,047 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.87% | 26.12 % | 26.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 66,386 CHF | 67,636 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.90% | 26.43 % | 26.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 65,212 CHF | 66,462 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.84% | 27.93 % | 28.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 67,278 CHF | 68,528 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.77% | 27.09 % | 27.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 70,101 CHF | 71,351 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.64% | 30.03 % | 30.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 75,597 CHF | 76,847 CHF | 66.06% | 66.06% |
| 07/05/2024 | 1.60% | 31.06 % | 31.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 77,708 CHF | 78,958 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.58% | 31.21 % | 31.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 78,682 CHF | 79,932 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.59% | 31.53 % | 32.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 78,247 CHF | 79,497 CHF | 99.54% | 99.54% |
| 02/05/2024 | 1.62% | 30.23 % | 30.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 76,654 CHF | 77,904 CHF | 100.00% | 100.00% |
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