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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/05/2024 | 0.83% | 96.72 % | 97.52 % | 250,000 | 240,000 | 250,000 | 240,136 | 241,071 CHF | 233,479 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.84% | 95.08 % | 95.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,592 CHF | 238,592 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.84% | 94.23 % | 95.03 % | 250,000 | 245,000 | 250,000 | 245,003 | 236,369 CHF | 233,605 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.83% | 95.71 % | 96.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,598 CHF | 241,598 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.83% | 95.78 % | 96.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,016 CHF | 242,016 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.84% | 94.18 % | 94.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,242 CHF | 238,242 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.84% | 94.20 % | 95.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,369 CHF | 239,369 CHF | 99.03% | 99.03% |
| 02/05/2024 | 0.84% | 94.61 % | 95.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,356 CHF | 239,356 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.85% | 94.89 % | 95.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,222 CHF | 237,222 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.85% | 93.90 % | 94.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,167 CHF | 236,167 CHF | 100.00% | 100.00% |
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