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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,800 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,800 CHF | 99.50% | 99.50% |
| 15/05/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,871 CHF | 100,870 CHF | 98.09% | 98.09% |
| 14/05/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,900 CHF | 98.97% | 98.97% |
| 13/05/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,700 CHF | 99.66% | 99.66% |
| 10/05/2024 | 0.85% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,148 CHF | 99,995 CHF | 97.43% | 97.43% |
| 08/05/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,100 CHF | 100,100 CHF | 97.39% | 97.39% |
| 07/05/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,835 CHF | 99,835 CHF | 99.57% | 99.57% |
| 06/05/2024 | 0.80% | 99.20 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,198 CHF | 99,998 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.86% | 99.20 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,106 CHF | 99,958 CHF | 99.80% | 99.80% |
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