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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 | 0.84% | 97.05 % | 97.80 % | 100,000 | 100,000 | 90,615 | 90,615 | 87,952 CHF | 88,661 CHF | 86.99% | 86.99% |
| 15/05/2024 | 0.75% | 95.60 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,417 CHF | 96,135 CHF | 97.42% | 97.42% |
| 14/05/2024 | 0.79% | 94.75 % | 95.50 % | 100,000 | 100,000 | 96,080 | 96,080 | 90,727 CHF | 91,430 CHF | 86.08% | 86.08% |
| 13/05/2024 | 0.75% | 95.60 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,271 CHF | 95,989 CHF | 75.77% | 75.77% |
| 10/05/2024 | 0.75% | 94.95 % | 95.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,178 CHF | 95,897 CHF | 92.47% | 92.47% |
| 08/05/2024 | 0.75% | 94.35 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,356 CHF | 95,068 CHF | 98.13% | 98.13% |
| 07/05/2024 | 0.75% | 94.25 % | 95.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,955 CHF | 94,664 CHF | 68.19% | 68.19% |
| 06/05/2024 | 0.75% | 93.50 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,321 CHF | 94,022 CHF | 98.98% | 98.98% |
| 03/05/2024 | 0.75% | 92.85 % | 93.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,322 CHF | 93,019 CHF | 92.98% | 92.98% |
| 02/05/2024 | 0.75% | 91.65 % | 92.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,048 CHF | 93,748 CHF | 84.49% | 84.49% |
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