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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 | 0.59% | 84.11 % | 84.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,984 CHF | 213,234 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.59% | 84.64 % | 85.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,067 CHF | 212,317 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.61% | 83.05 % | 83.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,208 CHF | 206,458 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.62% | 80.20 % | 80.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,618 CHF | 200,868 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.62% | 80.25 % | 80.75 % | 250,000 | 250,000 | 249,991 | 250,000 | 202,185 CHF | 203,442 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.63% | 79.34 % | 79.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,311 CHF | 199,561 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.62% | 80.26 % | 80.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,922 CHF | 201,172 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.63% | 79.23 % | 79.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,862 CHF | 199,112 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.63% | 78.87 % | 79.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,738 CHF | 198,988 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.65% | 76.50 % | 77.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,334 CHF | 193,584 CHF | 100.00% | 100.00% |
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