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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 | 0.90% | 88.12 % | 88.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,222 CHF | 222,222 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.90% | 88.31 % | 89.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,678 CHF | 222,678 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.90% | 88.69 % | 89.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,023 CHF | 223,023 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.91% | 87.39 % | 88.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,580 CHF | 220,580 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.89% | 87.87 % | 88.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,563 CHF | 224,563 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.93% | 87.74 % | 88.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,021 CHF | 217,021 CHF | 95.53% | 95.53% |
| 07/05/2024 | 0.95% | 83.52 % | 84.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,824 CHF | 210,824 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.96% | 83.15 % | 83.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,608 CHF | 209,608 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.96% | 82.46 % | 83.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,201 CHF | 209,201 CHF | 98.87% | 98.87% |
| 02/05/2024 | 0.99% | 80.74 % | 81.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,702 CHF | 203,702 CHF | 100.00% | 100.00% |
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