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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 | 0.82% | 97.15 % | 97.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,679 CHF | 244,679 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.83% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,780 CHF | 242,780 CHF | 92.59% | 92.59% |
| 14/05/2024 | 0.87% | 93.06 % | 93.86 % | 250,000 | 230,000 | 250,000 | 245,345 | 229,657 CHF | 227,338 CHF | 97.48% | 97.48% |
| 13/05/2024 | 0.89% | 89.36 % | 90.16 % | 250,000 | 244,000 | 250,000 | 244,920 | 224,189 CHF | 221,582 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.88% | 89.64 % | 90.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,421 CHF | 227,421 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.92% | 86.36 % | 87.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,622 CHF | 217,622 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.90% | 88.29 % | 89.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,431 CHF | 223,431 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.90% | 88.15 % | 88.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,375 CHF | 222,375 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.90% | 88.08 % | 88.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,385 CHF | 222,385 CHF | 98.62% | 98.62% |
| 02/05/2024 | 0.91% | 87.24 % | 88.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,862 CHF | 219,862 CHF | 100.00% | 100.00% |
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