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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 | 0.85% | 93.83 % | 94.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,370 CHF | 237,370 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.85% | 93.68 % | 94.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,005 CHF | 237,005 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.85% | 93.92 % | 94.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,935 CHF | 234,935 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.86% | 93.74 % | 94.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,787 CHF | 232,787 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.89% | 89.82 % | 90.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,326 CHF | 225,326 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.90% | 88.26 % | 89.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,948 CHF | 222,948 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.89% | 89.50 % | 90.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,885 CHF | 226,885 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.88% | 91.15 % | 91.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,750 CHF | 228,750 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.88% | 90.39 % | 91.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,008 CHF | 228,008 CHF | 98.68% | 98.68% |
| 02/05/2024 | 0.87% | 91.39 % | 92.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,927 CHF | 230,927 CHF | 100.00% | 100.00% |
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