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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% | 97.00 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,035 CHF | 244,035 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,557 CHF | 244,557 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.83% | 96.38 % | 97.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,782 CHF | 241,782 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.84% | 94.32 % | 95.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,006 CHF | 238,006 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.84% | 95.58 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,639 CHF | 239,639 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.87% | 92.89 % | 93.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,264 CHF | 230,264 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.88% | 89.80 % | 90.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,039 CHF | 227,039 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.89% | 89.46 % | 90.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,226 CHF | 226,226 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.89% | 88.70 % | 89.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,101 CHF | 226,101 CHF | 99.12% | 99.12% |
| 02/05/2024 | 0.91% | 87.94 % | 88.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,130 CHF | 220,130 CHF | 100.00% | 100.00% |
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