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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% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,759 CHF | 98,759 CHF | 99.19% | 99.19% |
| 15/05/2024 | 1.02% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,079 CHF | 98,079 CHF | 99.56% | 99.56% |
| 14/05/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,509 CHF | 97,509 CHF | 99.56% | 99.56% |
| 13/05/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,926 CHF | 97,926 CHF | 96.73% | 96.73% |
| 10/05/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,858 CHF | 97,858 CHF | 99.88% | 99.88% |
| 08/05/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,438 CHF | 97,438 CHF | 99.60% | 99.60% |
| 07/05/2024 | 1.04% | 96.45 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,107 CHF | 97,107 CHF | 99.66% | 99.66% |
| 06/05/2024 | 1.04% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,016 CHF | 97,016 CHF | 90.15% | 90.15% |
| 03/05/2024 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,338 CHF | 96,338 CHF | 96.87% | 96.87% |
| 02/05/2024 | 1.04% | 94.65 % | 95.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,630 CHF | 96,630 CHF | 97.97% | 97.97% |
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