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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 | 1.49% | 46.01 % | 46.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 69,891 CHF | 70,941 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.51% | 46.35 % | 47.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 69,244 CHF | 70,294 CHF | 99.76% | 99.76% |
| 14/05/2024 | 1.57% | 44.98 % | 45.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 66,264 CHF | 67,314 CHF | 99.94% | 99.94% |
| 13/05/2024 | 1.64% | 42.67 % | 43.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 63,599 CHF | 64,649 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.61% | 42.74 % | 43.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 64,672 CHF | 65,722 CHF | 96.90% | 96.90% |
| 08/05/2024 | 1.67% | 41.70 % | 42.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,525 CHF | 63,575 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.65% | 42.39 % | 43.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 63,291 CHF | 64,341 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.67% | 41.70 % | 42.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,457 CHF | 63,507 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.67% | 41.46 % | 42.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,446 CHF | 63,496 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.74% | 39.71 % | 40.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 59,956 CHF | 61,006 CHF | 82.31% | 82.31% |
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