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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% | 60.75 % | 61.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,045 CHF | 152,562 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.00% | 58.66 % | 59.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,933 CHF | 152,451 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.00% | 59.82 % | 60.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,440 CHF | 149,932 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.00% | 56.13 % | 56.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,017 CHF | 136,373 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.01% | 50.23 % | 50.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 123,937 CHF | 125,192 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 50.57 % | 51.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,048 CHF | 129,337 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.05% | 47.46 % | 47.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,390 CHF | 119,640 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.02% | 49.03 % | 49.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 121,542 CHF | 122,792 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.05% | 47.43 % | 47.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,252 CHF | 119,502 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.05% | 47.20 % | 47.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,688 CHF | 119,938 CHF | 99.45% | 99.45% |
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