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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.75% | 102.13 % | 102.90 % | 146,000 | 145,000 | 146,207 | 145,113 | 149,520 CHF | 149,519 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.75% | 101.86 % | 102.63 % | 147,000 | 146,000 | 146,500 | 145,402 | 149,390 CHF | 149,390 CHF | 99.97% | 99.97% |
| 15/05/2024 | 0.75% | 101.97 % | 102.74 % | 147,000 | 145,000 | 147,046 | 145,931 | 149,701 CHF | 149,690 CHF | 99.93% | 99.93% |
| 14/05/2024 | 0.75% | 101.72 % | 102.49 % | 147,000 | 146,000 | 147,000 | 146,000 | 149,464 CHF | 149,571 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.76% | 101.80 % | 102.57 % | 147,000 | 146,000 | 147,243 | 146,072 | 149,487 CHF | 149,422 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.75% | 101.60 % | 102.37 % | 147,000 | 146,000 | 147,014 | 146,000 | 149,384 CHF | 149,478 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.76% | 101.36 % | 102.13 % | 147,000 | 146,000 | 147,986 | 146,630 | 149,721 CHF | 149,473 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.76% | 101.27 % | 102.04 % | 148,000 | 147,000 | 147,576 | 146,575 | 149,455 CHF | 149,569 CHF | 99.99% | 99.99% |
| 06/05/2024 | 0.76% | 101.12 % | 101.89 % | 148,000 | 147,000 | 147,869 | 146,838 | 149,559 CHF | 149,647 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.75% | 101.00 % | 101.77 % | 148,000 | 147,000 | 148,000 | 147,000 | 149,411 CHF | 149,512 CHF | 100.00% | 100.00% |
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