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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 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,424 CHF | 507,924 CHF | 99.74% | 99.74% |
| 15/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,616 CHF | 508,116 CHF | 99.43% | 99.43% |
| 14/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,855 CHF | 507,355 CHF | 98.94% | 98.94% |
| 13/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,997 CHF | 507,497 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,115 CHF | 507,615 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,391 CHF | 507,891 CHF | 98.26% | 98.26% |
| 07/05/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,405 CHF | 506,905 CHF | 99.45% | 99.45% |
| 06/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,589 CHF | 507,089 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,720 CHF | 507,220 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,801 CHF | 506,301 CHF | 100.00% | 100.00% |
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