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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 24/05/2024 | 1.00% | 73.28 % | 74.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,171 CHF | 182,993 CHF | 100.00% | 100.00% |
| 23/05/2024 | 1.00% | 73.81 % | 74.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,529 CHF | 192,444 CHF | 100.00% | 100.00% |
| 22/05/2024 | 1.00% | 76.45 % | 77.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,921 CHF | 191,829 CHF | 100.00% | 100.00% |
| 21/05/2024 | 1.00% | 73.39 % | 74.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,307 CHF | 182,118 CHF | 100.00% | 100.00% |
| 17/05/2024 | 1.00% | 73.10 % | 73.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,287 CHF | 184,119 CHF | 100.00% | 100.00% |
| 16/05/2024 | 1.00% | 71.91 % | 72.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,685 CHF | 184,521 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.00% | 72.40 % | 73.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,442 CHF | 182,256 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.00% | 69.27 % | 69.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,278 CHF | 170,978 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.00% | 64.00 % | 64.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 158,829 CHF | 160,424 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.00% | 64.67 % | 65.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 162,912 CHF | 164,549 CHF | 100.00% | 100.00% |
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