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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 | 1.00% | 79.65 % | 80.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,351 CHF | 200,346 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.00% | 79.42 % | 80.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,712 CHF | 199,697 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.00% | 78.94 % | 79.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,607 CHF | 198,580 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.00% | 77.37 % | 78.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,521 CHF | 194,450 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 75.57 % | 76.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,904 CHF | 192,823 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 77.54 % | 78.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,923 CHF | 192,843 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.00% | 75.76 % | 76.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,180 CHF | 191,080 CHF | 99.45% | 99.45% |
| 06/05/2024 | 1.00% | 68.26 % | 68.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,609 CHF | 171,314 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.00% | 67.80 % | 68.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,462 CHF | 170,156 CHF | 98.89% | 98.89% |
| 02/05/2024 | 1.00% | 64.91 % | 65.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 162,346 CHF | 163,977 CHF | 100.00% | 100.00% |
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