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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 | 0.99% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,430 CHF | 100,419 CHF | 99.56% | 99.56% |
| 13/05/2024 | 0.99% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,236 CHF | 100,228 CHF | 96.73% | 96.73% |
| 10/05/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,315 CHF | 100,322 CHF | 99.88% | 99.88% |
| 08/05/2024 | 1.02% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,253 CHF | 100,276 CHF | 99.60% | 99.60% |
| 07/05/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,098 CHF | 100,102 CHF | 99.66% | 99.66% |
| 06/05/2024 | 1.01% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,145 CHF | 100,150 CHF | 90.15% | 90.15% |
| 03/05/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,176 CHF | 100,176 CHF | 96.89% | 96.89% |
| 02/05/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,914 CHF | 99,915 CHF | 97.97% | 97.97% |
| 30/04/2024 | 1.00% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,918 CHF | 99,914 CHF | 90.49% | 90.49% |
| 29/04/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,422 CHF | 100,424 CHF | 97.12% | 97.12% |
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