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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 1.00% | 61.35 % | 61.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,767 CHF | 154,302 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.00% | 60.23 % | 60.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 149,865 CHF | 151,369 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.00% | 61.44 % | 62.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,572 CHF | 154,102 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 60.60 % | 61.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,907 CHF | 153,432 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 59.51 % | 60.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,847 CHF | 150,347 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.00% | 59.42 % | 60.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,505 CHF | 148,984 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.00% | 58.62 % | 59.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,158 CHF | 147,631 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.00% | 58.06 % | 58.64 % | 250,000 | 245,000 | 250,000 | 249,789 | 144,150 CHF | 145,476 CHF | 99.82% | 99.82% |
| 02/05/2024 | 1.00% | 57.15 % | 57.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,239 CHF | 147,707 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.00% | 59.21 % | 59.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,408 CHF | 148,884 CHF | 100.00% | 100.00% |
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