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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 | 0.76% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,254 CHF | 103,031 CHF | 84.59% | 84.59% |
| 15/05/2024 | 0.75% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,159 CHF | 102,928 CHF | 97.48% | 97.48% |
| 14/05/2024 | 1.26% | 101.50 % | 102.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,720 CHF | 51,364 CHF | 96.16% | 96.16% |
| 13/05/2024 | 1.25% | 101.60 % | 102.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,806 CHF | 51,443 CHF | 89.05% | 89.05% |
| 10/05/2024 | 1.05% | 101.90 % | 103.20 % | 50,000 | 50,000 | 70,611 | 70,611 | 72,072 CHF | 72,771 CHF | 98.76% | 98.76% |
| 08/05/2024 | 0.76% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,897 CHF | 102,679 CHF | 96.78% | 96.78% |
| 07/05/2024 | 0.74% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,719 CHF | 102,472 CHF | 66.97% | 66.97% |
| 06/05/2024 | 0.75% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,670 CHF | 102,432 CHF | 95.90% | 95.90% |
| 03/05/2024 | 0.75% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,509 CHF | 102,269 CHF | 88.60% | 88.60% |
| 02/05/2024 | 0.75% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,440 CHF | 102,199 CHF | 90.48% | 90.48% |
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