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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% | 48.20 % | 48.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 122,097 CHF | 123,347 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.03% | 48.85 % | 49.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 121,025 CHF | 122,275 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.05% | 47.63 % | 48.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,273 CHF | 119,523 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.04% | 47.02 % | 47.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 119,259 CHF | 120,509 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.04% | 47.76 % | 48.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 120,018 CHF | 121,268 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.06% | 46.79 % | 47.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,188 CHF | 118,438 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.05% | 47.64 % | 48.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,715 CHF | 119,965 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.06% | 47.64 % | 48.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,366 CHF | 118,616 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.09% | 46.04 % | 46.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 114,352 CHF | 115,602 CHF | 85.84% | 85.84% |
| 02/05/2024 | 1.08% | 45.79 % | 46.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 114,829 CHF | 116,079 CHF | 100.00% | 100.00% |
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