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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 | 1.00% | 72.85 % | 73.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,425 CHF | 183,250 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.00% | 72.69 % | 73.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,951 CHF | 182,774 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.00% | 72.30 % | 73.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,051 CHF | 181,859 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.00% | 70.89 % | 71.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 176,398 CHF | 178,174 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 69.29 % | 69.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,040 CHF | 176,798 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 71.11 % | 71.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,102 CHF | 176,860 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.00% | 69.49 % | 70.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 173,524 CHF | 175,269 CHF | 99.46% | 99.46% |
| 06/05/2024 | 1.00% | 62.61 % | 63.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 155,582 CHF | 157,145 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.00% | 62.20 % | 62.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,552 CHF | 156,105 CHF | 98.80% | 98.80% |
| 02/05/2024 | 1.00% | 59.56 % | 60.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,956 CHF | 150,456 CHF | 100.00% | 100.00% |
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