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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% | 97.75 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,226 CHF | 97,959 CHF | 92.78% | 92.78% |
| 15/05/2024 | 0.75% | 97.45 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,067 CHF | 97,799 CHF | 89.51% | 89.51% |
| 14/05/2024 | 0.76% | 97.20 % | 97.95 % | 100,000 | 100,000 | 99,414 | 99,414 | 96,527 CHF | 97,258 CHF | 92.61% | 92.61% |
| 13/05/2024 | 0.75% | 96.70 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,815 CHF | 97,545 CHF | 81.04% | 81.04% |
| 10/05/2024 | 0.75% | 97.00 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,035 CHF | 97,766 CHF | 86.72% | 86.72% |
| 08/05/2024 | 0.75% | 96.30 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,100 CHF | 96,824 CHF | 97.26% | 97.26% |
| 07/05/2024 | 0.75% | 96.20 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,898 CHF | 96,620 CHF | 68.52% | 68.52% |
| 06/05/2024 | 0.75% | 95.80 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,921 CHF | 96,645 CHF | 99.22% | 99.22% |
| 03/05/2024 | 0.75% | 95.60 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,564 CHF | 96,285 CHF | 94.32% | 94.32% |
| 02/05/2024 | 0.75% | 94.35 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,539 CHF | 95,248 CHF | 91.47% | 91.47% |
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