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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/05/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,532 CHF | 518,032 CHF | 97.25% | 97.25% |
| 21/05/2024 | 0.48% | 103.11 % | 103.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,569 CHF | 518,069 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.48% | 103.09 % | 103.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,474 CHF | 517,974 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.48% | 103.08 % | 103.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,437 CHF | 517,937 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.48% | 103.07 % | 103.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,230 CHF | 517,730 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.48% | 103.01 % | 103.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,969 CHF | 517,469 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.48% | 102.99 % | 103.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,953 CHF | 517,453 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,093 CHF | 517,593 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.48% | 102.94 % | 103.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,728 CHF | 517,228 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.48% | 102.92 % | 103.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,418 CHF | 516,918 CHF | 100.00% | 100.00% |
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