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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 | 0.75% | 99.52 % | 100.27 % | 200,000 | 199,000 | 200,158 | 199,000 | 199,234 CHF | 199,575 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.75% | 99.86 % | 100.61 % | 200,000 | 198,000 | 200,064 | 198,635 | 199,410 CHF | 199,476 CHF | 99.99% | 99.99% |
| 14/05/2024 | 0.75% | 99.50 % | 100.25 % | 201,000 | 199,000 | 200,352 | 199,000 | 199,390 CHF | 199,538 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.75% | 99.29 % | 100.04 % | 201,000 | 199,000 | 200,518 | 198,994 | 199,531 CHF | 199,507 CHF | 99.99% | 99.99% |
| 10/05/2024 | 0.75% | 99.39 % | 100.14 % | 201,000 | 199,000 | 200,138 | 198,302 | 199,654 CHF | 199,310 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.75% | 99.37 % | 100.12 % | 201,000 | 199,000 | 201,008 | 199,789 | 199,387 CHF | 199,676 CHF | 99.99% | 99.99% |
| 07/05/2024 | 0.76% | 98.99 % | 99.74 % | 202,000 | 200,000 | 201,963 | 200,086 | 199,671 CHF | 199,316 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.76% | 98.89 % | 99.64 % | 202,000 | 200,000 | 201,945 | 200,198 | 199,606 CHF | 199,380 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.74% | 97.92 % | 98.65 % | 204,000 | 202,000 | 203,526 | 201,982 | 199,521 CHF | 199,483 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.74% | 97.92 % | 98.65 % | 204,000 | 202,000 | 204,061 | 202,416 | 199,598 CHF | 199,466 CHF | 99.98% | 99.98% |
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