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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 | 0.84% | 58.46 % | 58.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,808 CHF | 149,058 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.85% | 58.84 % | 59.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,576 CHF | 147,826 CHF | 99.78% | 99.78% |
| 14/05/2024 | 0.88% | 57.28 % | 57.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 140,943 CHF | 142,193 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.92% | 54.68 % | 55.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,932 CHF | 137,182 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.90% | 54.77 % | 55.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,008 CHF | 139,258 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.93% | 53.64 % | 54.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,172 CHF | 135,422 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.92% | 54.48 % | 54.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,617 CHF | 136,867 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.93% | 53.66 % | 54.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,979 CHF | 135,229 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.93% | 53.30 % | 53.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,750 CHF | 135,000 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.96% | 51.33 % | 51.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,245 CHF | 130,495 CHF | 99.99% | 99.99% |
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