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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 | 1.00% | 73.26 % | 74.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,276 CHF | 189,159 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.00% | 73.87 % | 74.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,188 CHF | 185,030 CHF | 87.49% | 87.49% |
| 14/05/2024 | 1.00% | 69.79 % | 70.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,796 CHF | 170,493 CHF | 97.13% | 97.13% |
| 13/05/2024 | 1.00% | 62.72 % | 63.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,847 CHF | 156,405 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 63.00 % | 63.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,471 CHF | 161,072 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.00% | 59.18 % | 59.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,686 CHF | 149,171 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.00% | 60.97 % | 61.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,027 CHF | 152,544 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.00% | 58.70 % | 59.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,288 CHF | 147,756 CHF | 98.44% | 98.44% |
| 03/05/2024 | 1.00% | 58.20 % | 58.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,837 CHF | 148,312 CHF | 97.55% | 97.55% |
| 02/05/2024 | 1.00% | 53.35 % | 53.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,594 CHF | 136,956 CHF | 100.00% | 100.00% |
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