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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 | 0.83% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,343 CHF | 242,343 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.84% | 95.45 % | 96.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,456 CHF | 239,456 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.84% | 94.36 % | 95.16 % | 250,000 | 250,000 | 250,000 | 188,654 | 236,818 CHF | 180,367 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.84% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,104 CHF | 240,104 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.83% | 95.46 % | 96.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,304 CHF | 242,304 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.82% | 97.36 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,937 CHF | 245,937 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,503 CHF | 247,503 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.81% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,026 CHF | 247,026 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.82% | 97.68 % | 98.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,199 CHF | 246,199 CHF | 99.07% | 99.07% |
| 02/05/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,190 CHF | 253,215 CHF | 100.00% | 100.00% |
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