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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.86% | 93.77 % | 94.57 % | 250,000 | 240,000 | 250,000 | 247,999 | 232,913 CHF | 233,022 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.86% | 92.62 % | 93.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,592 CHF | 234,592 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.85% | 92.72 % | 93.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,503 CHF | 235,503 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.84% | 93.74 % | 94.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,266 CHF | 238,266 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.82% | 96.24 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,644 CHF | 243,644 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.81% | 97.82 % | 98.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,845 CHF | 246,845 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.81% | 97.77 % | 98.57 % | 150,000 | 250,000 | 216,652 | 250,000 | 212,131 CHF | 246,803 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.82% | 97.10 % | 97.90 % | 250,000 | 220,000 | 250,000 | 246,864 | 241,745 CHF | 240,674 CHF | 99.64% | 99.64% |
| 02/05/2024 | 0.82% | 96.56 % | 97.36 % | 250,000 | 50,000 | 250,000 | 202,918 | 241,724 CHF | 197,945 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.82% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,185 CHF | 246,185 CHF | 100.00% | 100.00% |
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