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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 0.69% | 101.12 % | 101.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,717 CHF | 152,767 CHF | 100.00% | 100.00% |
| 28/05/2024 | 0.69% | 101.26 % | 101.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,935 CHF | 152,985 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.69% | 101.21 % | 101.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,887 CHF | 152,937 CHF | 99.38% | 99.38% |
| 24/05/2024 | 0.69% | 101.26 % | 101.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,733 CHF | 152,783 CHF | 99.07% | 99.07% |
| 23/05/2024 | 0.69% | 101.25 % | 101.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,880 CHF | 152,930 CHF | 99.43% | 99.43% |
| 22/05/2024 | 0.69% | 101.20 % | 101.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,524 CHF | 152,574 CHF | 97.23% | 97.23% |
| 21/05/2024 | 0.69% | 100.55 % | 101.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,721 CHF | 151,771 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.69% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,757 CHF | 151,807 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.69% | 100.39 % | 101.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,598 CHF | 151,648 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.70% | 100.27 % | 100.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,125 CHF | 151,175 CHF | 100.00% | 100.00% |
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