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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% | 55.16 % | 55.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,818 CHF | 141,220 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.00% | 55.94 % | 56.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,565 CHF | 139,957 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.00% | 54.50 % | 55.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,312 CHF | 136,670 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.00% | 53.79 % | 54.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 136,492 CHF | 137,865 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 54.68 % | 55.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 137,428 CHF | 138,807 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 53.51 % | 54.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,067 CHF | 135,411 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.00% | 54.54 % | 55.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,891 CHF | 137,258 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.00% | 54.56 % | 55.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,316 CHF | 135,667 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.00% | 52.67 % | 53.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,772 CHF | 132,086 CHF | 85.82% | 85.82% |
| 02/05/2024 | 1.00% | 52.39 % | 52.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 131,344 CHF | 132,665 CHF | 100.00% | 100.00% |
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