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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 | 1.34% | 36.44 % | 36.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 92,363 CHF | 93,613 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.36% | 36.74 % | 37.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 91,521 CHF | 92,771 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.42% | 35.61 % | 36.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 87,463 CHF | 88,713 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.48% | 33.74 % | 34.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 83,814 CHF | 85,064 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.46% | 33.81 % | 34.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 85,119 CHF | 86,369 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.51% | 32.80 % | 33.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 81,922 CHF | 83,172 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.49% | 33.34 % | 33.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 83,012 CHF | 84,262 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.52% | 32.78 % | 33.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 81,801 CHF | 83,051 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.32% | 37.58 % | 38.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 94,325 CHF | 95,575 CHF | 99.39% | 99.39% |
| 02/05/2024 | 1.36% | 36.17 % | 36.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 91,094 CHF | 92,344 CHF | 100.00% | 100.00% |
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