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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 0.71% | 98.48 % | 99.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,783 CHF | 148,833 CHF | 99.44% | 99.44% |
| 22/05/2024 | 0.71% | 98.23 % | 98.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,257 CHF | 148,307 CHF | 44.71% | 44.71% |
| 21/05/2024 | 0.71% | 98.14 % | 98.84 % | 150,000 | 150,000 | 150,000 | 149,816 | 147,369 CHF | 148,237 CHF | 97.50% | 97.74% |
| 17/05/2024 | 0.71% | 98.44 % | 99.14 % | 150,000 | 150,000 | 150,000 | 149,918 | 147,668 CHF | 148,636 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.71% | 98.51 % | 99.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,786 CHF | 148,836 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.71% | 98.20 % | 98.90 % | 150,000 | 150,000 | 150,000 | 149,867 | 147,182 CHF | 148,101 CHF | 82.80% | 82.88% |
| 14/05/2024 | 0.71% | 98.16 % | 98.86 % | 150,000 | 150,000 | 150,000 | 149,950 | 147,151 CHF | 148,151 CHF | 82.07% | 82.07% |
| 13/05/2024 | 0.71% | 98.11 % | 98.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,156 CHF | 148,206 CHF | 87.68% | 87.76% |
| 10/05/2024 | 0.71% | 98.03 % | 98.73 % | 150,000 | 150,000 | 150,000 | 149,975 | 147,177 CHF | 148,202 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.71% | 97.83 % | 98.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,731 CHF | 147,781 CHF | 100.00% | 100.00% |
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