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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 | 0.76% | 93.90 % | 94.60 % | 100,000 | 100,000 | 99,093 | 99,093 | 93,023 CHF | 93,729 CHF | 97.24% | 97.24% |
| 13/05/2024 | 0.75% | 93.35 % | 94.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,322 CHF | 94,026 CHF | 78.64% | 78.64% |
| 10/05/2024 | 0.75% | 93.05 % | 93.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,326 CHF | 94,029 CHF | 97.36% | 97.36% |
| 08/05/2024 | 0.75% | 93.00 % | 93.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,960 CHF | 93,660 CHF | 96.36% | 96.36% |
| 07/05/2024 | 0.75% | 92.65 % | 93.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,465 CHF | 93,163 CHF | 66.92% | 66.92% |
| 06/05/2024 | 0.75% | 92.55 % | 93.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,768 CHF | 93,468 CHF | 97.64% | 97.64% |
| 03/05/2024 | 0.75% | 92.95 % | 93.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,600 CHF | 94,307 CHF | 67.66% | 67.66% |
| 02/05/2024 | 0.75% | 91.90 % | 92.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,913 CHF | 92,605 CHF | 91.09% | 91.09% |
| 30/04/2024 | 0.75% | 91.90 % | 92.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,520 CHF | 93,218 CHF | 100.00% | 100.00% |
| 29/04/2024 | 0.75% | 92.70 % | 93.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,321 CHF | 93,016 CHF | 99.97% | 99.97% |
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