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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 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,975 CHF | 98,975 CHF | 99.09% | 99.09% |
| 15/05/2024 | 1.03% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,684 CHF | 97,684 CHF | 99.56% | 99.56% |
| 14/05/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,558 CHF | 96,558 CHF | 99.55% | 99.55% |
| 13/05/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,541 CHF | 97,541 CHF | 96.73% | 96.73% |
| 10/05/2024 | 1.03% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,458 CHF | 97,458 CHF | 99.88% | 99.88% |
| 08/05/2024 | 1.04% | 95.55 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,660 CHF | 96,660 CHF | 99.60% | 99.60% |
| 07/05/2024 | 1.05% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,024 CHF | 96,024 CHF | 99.66% | 99.66% |
| 06/05/2024 | 1.05% | 94.75 % | 95.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,741 CHF | 95,741 CHF | 90.15% | 90.15% |
| 03/05/2024 | 1.06% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,526 CHF | 94,526 CHF | 96.77% | 96.77% |
| 02/05/2024 | 1.06% | 92.60 % | 93.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,246 CHF | 95,246 CHF | 97.97% | 97.97% |
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