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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 | 0.80% | 113.68 % | 114.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,721 CHF | 284,994 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.80% | 111.32 % | 112.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,379 CHF | 281,626 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.80% | 110.72 % | 111.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,246 CHF | 274,433 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.80% | 110.05 % | 110.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,315 CHF | 277,524 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 110.27 % | 111.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,024 CHF | 278,242 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.80% | 107.73 % | 108.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,223 CHF | 272,395 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.80% | 107.97 % | 108.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,477 CHF | 271,640 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.80% | 105.68 % | 106.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,211 CHF | 266,332 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.80% | 103.28 % | 104.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,085 CHF | 260,159 CHF | 99.41% | 99.41% |
| 02/05/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,704 CHF | 257,756 CHF | 100.00% | 100.00% |
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