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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 | 0.76% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,155 CHF | 101,927 CHF | 92.78% | 92.78% |
| 15/05/2024 | 0.76% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,130 CHF | 101,906 CHF | 88.18% | 88.18% |
| 14/05/2024 | 0.76% | 101.10 % | 101.90 % | 100,000 | 100,000 | 99,312 | 99,312 | 100,416 CHF | 101,181 CHF | 92.73% | 92.73% |
| 13/05/2024 | 0.77% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,060 CHF | 101,843 CHF | 80.97% | 80.97% |
| 10/05/2024 | 0.75% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,179 CHF | 101,937 CHF | 86.53% | 86.53% |
| 08/05/2024 | 0.77% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,913 CHF | 101,689 CHF | 97.10% | 97.10% |
| 07/05/2024 | 0.76% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,842 CHF | 101,607 CHF | 68.12% | 68.12% |
| 06/05/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,839 CHF | 101,601 CHF | 99.04% | 99.04% |
| 03/05/2024 | 0.76% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,796 CHF | 101,563 CHF | 95.09% | 95.09% |
| 02/05/2024 | 0.74% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,634 CHF | 101,378 CHF | 91.57% | 91.57% |
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