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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 | 0.75% | 98.35 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,876 CHF | 98,614 CHF | 92.78% | 92.78% |
| 15/05/2024 | 0.75% | 98.05 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,690 CHF | 98,429 CHF | 89.54% | 89.54% |
| 14/05/2024 | 0.76% | 97.85 % | 98.60 % | 100,000 | 100,000 | 99,412 | 99,412 | 97,168 CHF | 97,903 CHF | 92.37% | 92.37% |
| 13/05/2024 | 0.75% | 97.35 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,484 CHF | 98,219 CHF | 80.82% | 80.82% |
| 10/05/2024 | 0.75% | 97.70 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,734 CHF | 98,472 CHF | 85.78% | 85.78% |
| 08/05/2024 | 0.75% | 97.05 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,853 CHF | 97,583 CHF | 96.33% | 96.33% |
| 07/05/2024 | 0.75% | 96.95 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,680 CHF | 97,407 CHF | 67.43% | 67.43% |
| 06/05/2024 | 0.75% | 96.60 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,701 CHF | 97,429 CHF | 98.05% | 98.05% |
| 03/05/2024 | 0.75% | 96.40 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,407 CHF | 97,132 CHF | 94.29% | 94.29% |
| 02/05/2024 | 0.75% | 95.35 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,529 CHF | 96,248 CHF | 91.53% | 91.53% |
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