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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 | 0.50% | 98.84 % | 99.34 % | 150,000 | 150,000 | 150,000 | 149,975 | 148,384 CHF | 149,109 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.51% | 98.69 % | 99.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,678 CHF | 148,428 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.51% | 98.08 % | 98.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,800 CHF | 147,550 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.51% | 97.47 % | 97.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,960 CHF | 146,710 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.51% | 96.76 % | 97.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,630 CHF | 146,380 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.51% | 97.38 % | 97.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,107 CHF | 146,857 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.51% | 97.30 % | 97.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,580 CHF | 146,330 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.51% | 96.70 % | 97.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,296 CHF | 146,046 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.52% | 96.58 % | 97.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,888 CHF | 145,638 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.52% | 96.27 % | 96.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,838 CHF | 145,588 CHF | 100.00% | 100.00% |
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