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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 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,002 CHF | 252,012 CHF | 99.98% | 99.98% |
| 15/05/2024 | 0.82% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,212 CHF | 246,212 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.83% | 96.59 % | 97.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,690 CHF | 242,690 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.83% | 95.97 % | 96.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,254 CHF | 241,254 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.83% | 95.18 % | 95.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,022 CHF | 242,022 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 96.77 % | 97.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,519 CHF | 241,519 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.84% | 95.03 % | 95.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,722 CHF | 237,722 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.85% | 93.73 % | 94.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,875 CHF | 236,875 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.85% | 93.19 % | 93.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,204 CHF | 236,204 CHF | 99.55% | 99.55% |
| 02/05/2024 | 0.83% | 95.40 % | 96.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,735 CHF | 241,735 CHF | 100.00% | 100.00% |
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