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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% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,927 CHF | 494,927 CHF | 99.49% | 99.49% |
| 15/05/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,054 CHF | 492,054 CHF | 99.42% | 99.42% |
| 14/05/2024 | 0.82% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,653 CHF | 488,653 CHF | 98.89% | 98.89% |
| 13/05/2024 | 0.83% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,606 CHF | 486,606 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,328 CHF | 476,328 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,711 CHF | 473,711 CHF | 98.15% | 98.15% |
| 07/05/2024 | 0.84% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,807 CHF | 478,807 CHF | 97.94% | 97.94% |
| 06/05/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,314 CHF | 482,314 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,086 CHF | 481,086 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,841 CHF | 482,841 CHF | 100.00% | 100.00% |
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