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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% | 66.63 % | 67.30 % | 150,000 | 250,000 | 150,000 | 250,000 | 99,157 CHF | 166,924 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.00% | 64.79 % | 65.44 % | 150,000 | 250,000 | 150,000 | 250,000 | 96,667 CHF | 162,731 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.00% | 66.74 % | 67.41 % | 150,000 | 250,000 | 150,000 | 250,000 | 99,273 CHF | 167,117 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 65.60 % | 66.26 % | 150,000 | 250,000 | 150,000 | 250,000 | 98,640 CHF | 166,049 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 63.50 % | 64.14 % | 150,000 | 250,000 | 150,000 | 250,000 | 95,072 CHF | 160,049 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.00% | 62.93 % | 63.56 % | 150,000 | 250,000 | 150,000 | 250,000 | 93,092 CHF | 156,710 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.00% | 61.33 % | 61.95 % | 150,000 | 250,000 | 150,000 | 250,000 | 92,007 CHF | 154,888 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.00% | 60.46 % | 61.07 % | 150,000 | 250,000 | 150,000 | 250,000 | 90,160 CHF | 151,778 CHF | 99.35% | 99.35% |
| 02/05/2024 | 1.00% | 59.49 % | 60.09 % | 150,000 | 250,000 | 150,000 | 250,000 | 92,591 CHF | 155,870 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.00% | 62.66 % | 63.29 % | 150,000 | 250,000 | 150,000 | 250,000 | 93,701 CHF | 157,741 CHF | 100.00% | 100.00% |
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