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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.74% | 100.57 % | 101.32 % | 198,000 | 197,000 | 198,053 | 197,000 | 199,175 CHF | 199,593 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.74% | 100.50 % | 101.25 % | 199,000 | 197,000 | 198,772 | 197,000 | 199,712 CHF | 199,410 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.75% | 100.15 % | 100.90 % | 199,000 | 198,000 | 199,000 | 198,000 | 199,444 CHF | 199,926 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.75% | 100.21 % | 100.96 % | 199,000 | 198,000 | 199,000 | 198,000 | 199,267 CHF | 199,751 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.75% | 100.02 % | 100.77 % | 199,000 | 198,000 | 199,000 | 198,000 | 199,040 CHF | 199,525 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.75% | 100.02 % | 100.77 % | 199,000 | 198,000 | 199,672 | 198,000 | 199,631 CHF | 199,445 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.75% | 99.55 % | 100.30 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,131 CHF | 199,628 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.75% | 99.56 % | 100.31 % | 200,000 | 199,000 | 200,000 | 198,093 | 199,759 CHF | 199,340 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.75% | 99.69 % | 100.44 % | 200,000 | 199,000 | 200,668 | 199,000 | 199,643 CHF | 199,477 CHF | 99.96% | 99.96% |
| 30/04/2024 | 0.75% | 99.51 % | 100.26 % | 200,000 | 199,000 | 200,011 | 199,000 | 199,313 CHF | 199,799 CHF | 99.98% | 99.98% |
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