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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 | 0.69% | 101.34 % | 102.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,010 CHF | 153,060 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.69% | 101.32 % | 102.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,980 CHF | 153,030 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.69% | 101.32 % | 102.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,980 CHF | 153,030 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.69% | 101.31 % | 102.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,965 CHF | 153,015 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.69% | 101.30 % | 102.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,950 CHF | 153,000 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.69% | 101.28 % | 101.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,911 CHF | 152,961 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.69% | 101.26 % | 101.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,889 CHF | 152,939 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.69% | 101.25 % | 101.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,875 CHF | 152,925 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.69% | 101.22 % | 101.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,826 CHF | 152,876 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.69% | 101.17 % | 101.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,677 CHF | 152,727 CHF | 100.00% | 100.00% |
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