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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 | 1.49% | 29.24 % | 29.68 % | 100,000 | 100,000 | 100,000 | 100,000 | 29,388 CHF | 29,829 CHF | 87.86% | 87.86% |
| 15/05/2024 | 1.49% | 29.36 % | 29.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 28,502 CHF | 28,930 CHF | 75.49% | 75.49% |
| 14/05/2024 | 1.50% | 28.28 % | 28.72 % | 100,000 | 100,000 | 100,000 | 100,000 | 28,151 CHF | 28,577 CHF | 82.09% | 82.09% |
| 13/05/2024 | 1.49% | 29.44 % | 29.88 % | 100,000 | 100,000 | 100,000 | 100,000 | 28,290 CHF | 28,716 CHF | 60.21% | 60.21% |
| 10/05/2024 | 1.51% | 27.14 % | 27.56 % | 100,000 | 100,000 | 100,000 | 100,000 | 27,208 CHF | 27,622 CHF | 85.05% | 85.05% |
| 08/05/2024 | 1.50% | 27.00 % | 27.42 % | 100,000 | 100,000 | 100,000 | 100,000 | 26,839 CHF | 27,244 CHF | 82.37% | 82.37% |
| 07/05/2024 | 1.85% | 27.34 % | 27.74 % | 100,000 | 100,000 | 64,130 | 64,130 | 17,509 CHF | 17,822 CHF | 44.30% | 44.30% |
| 06/05/2024 | 1.49% | 25.32 % | 25.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 25,147 CHF | 25,526 CHF | 75.23% | 75.23% |
| 03/05/2024 | 1.49% | 26.08 % | 26.48 % | 100,000 | 100,000 | 100,000 | 100,000 | 25,986 CHF | 26,376 CHF | 64.58% | 64.58% |
| 02/05/2024 | 1.50% | 26.58 % | 26.98 % | 100,000 | 100,000 | 100,000 | 100,000 | 25,861 CHF | 26,251 CHF | 43.01% | 43.01% |
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