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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 | 0.82% | 97.16 % | 97.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,899 CHF | 244,899 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.81% | 97.37 % | 98.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,564 CHF | 246,564 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,554 CHF | 247,554 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.82% | 97.84 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,782 CHF | 244,782 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.83% | 96.17 % | 96.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,800 CHF | 241,800 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 95.42 % | 96.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,594 CHF | 241,594 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,801 CHF | 244,801 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.82% | 96.43 % | 97.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,428 CHF | 243,428 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.83% | 96.11 % | 96.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,688 CHF | 242,688 CHF | 99.06% | 99.06% |
| 02/05/2024 | 0.83% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,414 CHF | 243,414 CHF | 100.00% | 100.00% |
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