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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 | 0.48% | 104.72 % | 105.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,161 CHF | 263,411 CHF | 99.41% | 99.41% |
| 22/05/2024 | 0.48% | 104.29 % | 104.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,671 CHF | 261,921 CHF | 97.25% | 97.25% |
| 21/05/2024 | 0.48% | 104.84 % | 105.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,467 CHF | 263,717 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.48% | 104.94 % | 105.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,207 CHF | 263,457 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.47% | 104.93 % | 105.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,573 CHF | 263,823 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.48% | 103.32 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,487 CHF | 258,737 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.49% | 101.96 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,524 CHF | 254,774 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.49% | 102.12 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,193 CHF | 256,443 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.49% | 102.02 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,629 CHF | 256,879 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.49% | 100.76 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,317 CHF | 253,567 CHF | 100.00% | 100.00% |
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