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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 0.74% | 102.00 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,955 CHF | 102,711 CHF | 94.44% | 94.44% |
| 13/05/2024 | 0.72% | 102.00 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,961 CHF | 102,695 CHF | 86.21% | 86.21% |
| 10/05/2024 | 0.76% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,809 CHF | 102,582 CHF | 98.38% | 98.38% |
| 08/05/2024 | 0.76% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,455 CHF | 102,226 CHF | 85.59% | 85.59% |
| 07/05/2024 | 0.74% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,064 CHF | 101,814 CHF | 67.65% | 67.65% |
| 06/05/2024 | 0.76% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,126 CHF | 101,894 CHF | 98.36% | 98.36% |
| 03/05/2024 | 0.76% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,107 CHF | 101,873 CHF | 91.74% | 91.74% |
| 02/05/2024 | 0.75% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,032 CHF | 101,792 CHF | 91.84% | 91.84% |
| 30/04/2024 | 0.73% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,396 CHF | 102,136 CHF | 46.50% | 46.50% |
| 29/04/2024 | 0.74% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,395 CHF | 102,151 CHF | 100.00% | 100.00% |
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