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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 | 0.75% | 99.40 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,494 CHF | 100,242 CHF | 79.58% | 79.58% |
| 15/05/2024 | 0.75% | 99.45 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,704 CHF | 99,448 CHF | 90.22% | 90.22% |
| 14/05/2024 | 0.75% | 97.95 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,165 CHF | 98,905 CHF | 98.13% | 98.13% |
| 13/05/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,182 CHF | 98,924 CHF | 86.01% | 86.01% |
| 10/05/2024 | 0.75% | 98.75 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,504 CHF | 99,246 CHF | 90.62% | 90.62% |
| 08/05/2024 | 0.75% | 98.10 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,134 CHF | 98,875 CHF | 84.76% | 84.76% |
| 07/05/2024 | 0.75% | 97.90 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,868 CHF | 98,608 CHF | 68.03% | 68.03% |
| 06/05/2024 | 0.75% | 97.60 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,586 CHF | 98,320 CHF | 98.55% | 98.55% |
| 03/05/2024 | 0.75% | 97.30 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,841 CHF | 97,572 CHF | 94.31% | 94.31% |
| 02/05/2024 | 0.75% | 96.30 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,933 CHF | 97,660 CHF | 85.29% | 85.29% |
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