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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.48% | 103.79 % | 104.29 % | 500,000 | 250,000 | 500,000 | 250,000 | 519,275 CHF | 260,888 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.48% | 103.79 % | 104.29 % | 500,000 | 250,000 | 500,000 | 250,000 | 518,902 CHF | 260,701 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.48% | 103.38 % | 103.88 % | 500,000 | 250,000 | 500,000 | 250,000 | 517,123 CHF | 259,812 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.48% | 103.07 % | 103.57 % | 500,000 | 250,000 | 500,000 | 249,999 | 515,221 CHF | 258,860 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 250,000 | 500,000 | 250,000 | 511,630 CHF | 257,065 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 250,000 | 500,000 | 250,000 | 508,120 CHF | 255,310 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.49% | 101.64 % | 102.14 % | 500,000 | 250,000 | 500,000 | 250,000 | 508,267 CHF | 255,383 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.49% | 101.23 % | 101.73 % | 500,000 | 250,000 | 500,000 | 250,000 | 506,278 CHF | 254,389 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.50% | 100.66 % | 101.16 % | 500,000 | 250,000 | 500,000 | 250,000 | 503,460 CHF | 252,980 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.49% | 100.56 % | 101.06 % | 500,000 | 250,000 | 500,000 | 250,000 | 504,435 CHF | 253,467 CHF | 100.00% | 100.00% |
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