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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 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,719 CHF | 251,719 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,860 CHF | 250,860 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 235,000 | 250,000 | 241,201 | 247,597 CHF | 240,803 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.81% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,380 CHF | 248,380 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,271 CHF | 244,271 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 95.99 % | 96.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,106 CHF | 242,106 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.82% | 96.66 % | 97.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,747 CHF | 244,747 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.82% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,488 CHF | 245,488 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,565 CHF | 244,565 CHF | 99.15% | 99.15% |
| 02/05/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,675 CHF | 245,675 CHF | 100.00% | 100.00% |
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