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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/05/2024 | 0.80% | 100.00 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,000 CHF | 50,400 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 100.00 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,000 CHF | 50,400 CHF | 99.84% | 99.84% |
| 08/05/2024 | 1.00% | 100.00 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,000 CHF | 50,500 CHF | 98.26% | 98.26% |
| 07/05/2024 | 1.00% | 99.90 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,950 CHF | 50,450 CHF | 99.57% | 99.57% |
| 06/05/2024 | 0.80% | 100.00 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,000 CHF | 50,400 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.85% | 100.00 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,009 CHF | 50,435 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.00% | 100.00 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,000 CHF | 50,500 CHF | 98.11% | 98.11% |
| 30/04/2024 | 0.80% | 100.20 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,500 CHF | 99.59% | 99.59% |
| 29/04/2024 | 0.99% | 100.10 % | 101.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,050 CHF | 50,550 CHF | 100.00% | 100.00% |
| 26/04/2024 | 1.00% | 99.90 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,950 CHF | 50,450 CHF | 99.69% | 99.69% |
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