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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 | 0.79% | 101.36 % | 102.16 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,822 CHF | 61,302 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.79% | 101.44 % | 102.24 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,833 CHF | 61,313 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.79% | 101.26 % | 102.06 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,742 CHF | 61,222 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.79% | 101.22 % | 102.02 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,707 CHF | 61,187 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.79% | 101.06 % | 101.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,662 CHF | 61,142 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.79% | 100.04 % | 100.83 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,831 CHF | 60,305 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.79% | 99.44 % | 100.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,889 CHF | 60,363 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.79% | 99.29 % | 100.08 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,429 CHF | 59,902 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.79% | 98.98 % | 99.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,469 CHF | 59,941 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.79% | 98.81 % | 99.59 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,295 CHF | 59,765 CHF | 100.00% | 100.00% |
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