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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 0.70% | 100.06 % | 100.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,162 CHF | 151,212 CHF | 99.43% | 99.43% |
| 22/05/2024 | 0.69% | 100.53 % | 101.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,781 CHF | 151,831 CHF | 97.25% | 97.25% |
| 21/05/2024 | 0.69% | 100.53 % | 101.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,795 CHF | 151,845 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.69% | 100.49 % | 101.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,726 CHF | 151,776 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.69% | 100.48 % | 101.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,737 CHF | 151,787 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.69% | 100.45 % | 101.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,617 CHF | 151,667 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.70% | 100.38 % | 101.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,539 CHF | 151,589 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.70% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,454 CHF | 151,504 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.70% | 100.30 % | 101.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,501 CHF | 151,551 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.70% | 100.25 % | 100.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,374 CHF | 151,424 CHF | 100.00% | 100.00% |
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