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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.76% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,153 CHF | 102,929 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.76% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,337 CHF | 103,113 CHF | 92.56% | 92.56% |
| 15/05/2024 | 0.77% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,318 CHF | 103,106 CHF | 98.94% | 98.94% |
| 14/05/2024 | 0.74% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,189 CHF | 102,946 CHF | 94.27% | 94.27% |
| 13/05/2024 | 0.74% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,159 CHF | 102,922 CHF | 90.91% | 90.91% |
| 10/05/2024 | 0.75% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,169 CHF | 102,943 CHF | 98.54% | 98.54% |
| 08/05/2024 | 0.74% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,066 CHF | 102,827 CHF | 98.33% | 98.33% |
| 07/05/2024 | 0.75% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,788 CHF | 102,554 CHF | 68.43% | 68.43% |
| 06/05/2024 | 0.74% | 101.80 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,713 CHF | 102,473 CHF | 98.70% | 98.70% |
| 03/05/2024 | 0.75% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,579 CHF | 102,348 CHF | 95.44% | 95.44% |
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