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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 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,954 CHF | 248,954 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,438 CHF | 248,438 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,659 CHF | 247,659 CHF | 99.98% | 99.98% |
| 13/05/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,727 CHF | 246,727 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,069 CHF | 244,069 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 96.13 % | 96.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,460 CHF | 242,460 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.82% | 96.61 % | 97.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,440 CHF | 244,440 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.82% | 97.26 % | 98.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,502 CHF | 244,502 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,551 CHF | 243,551 CHF | 99.22% | 99.22% |
| 02/05/2024 | 0.82% | 96.63 % | 97.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,798 CHF | 243,798 CHF | 100.00% | 100.00% |
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