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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 | 0.94% | 83.77 % | 84.57 % | 250,000 | 240,000 | 250,000 | 247,940 | 212,065 CHF | 212,313 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.92% | 86.15 % | 86.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,226 CHF | 219,226 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.93% | 86.59 % | 87.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,879 CHF | 216,879 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.96% | 85.53 % | 86.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,305 CHF | 209,305 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.93% | 83.26 % | 84.06 % | 230,000 | 250,000 | 232,625 | 250,000 | 198,379 CHF | 215,190 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.91% | 87.62 % | 88.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,545 CHF | 221,545 CHF | 66.06% | 66.06% |
| 07/05/2024 | 0.90% | 89.02 % | 89.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,050 CHF | 223,050 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.90% | 89.16 % | 89.96 % | 250,000 | 249,000 | 250,000 | 249,012 | 222,278 CHF | 223,391 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.89% | 89.03 % | 89.83 % | 250,000 | 240,000 | 250,000 | 248,105 | 222,708 CHF | 222,989 CHF | 98.69% | 98.69% |
| 02/05/2024 | 0.91% | 87.27 % | 88.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,854 CHF | 220,854 CHF | 100.00% | 100.00% |
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