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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/05/2024 | 0.99% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,705 CHF | 509,705 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,106 CHF | 508,106 CHF | 97.18% | 97.18% |
| 17/05/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,079 CHF | 506,079 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,750 CHF | 501,750 CHF | 99.62% | 99.62% |
| 15/05/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,166 CHF | 504,166 CHF | 99.43% | 99.43% |
| 14/05/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,320 CHF | 502,320 CHF | 98.93% | 98.93% |
| 13/05/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,580 CHF | 494,580 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,989 CHF | 494,989 CHF | 99.99% | 99.99% |
| 08/05/2024 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,914 CHF | 495,914 CHF | 98.26% | 98.26% |
| 07/05/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,193 CHF | 493,193 CHF | 99.43% | 99.43% |
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