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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 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,012 CHF | 251,012 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,440 CHF | 252,452 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,758 CHF | 252,776 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,553 CHF | 250,555 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,791 CHF | 249,791 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,078 CHF | 241,078 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.82% | 96.85 % | 97.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,981 CHF | 244,981 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.82% | 97.16 % | 97.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,480 CHF | 245,480 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.82% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,767 CHF | 244,767 CHF | 98.73% | 98.73% |
| 02/05/2024 | 0.84% | 95.00 % | 95.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,632 CHF | 239,632 CHF | 100.00% | 100.00% |
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