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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% | 97.90 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,058 CHF | 98,798 CHF | 91.84% | 91.84% |
| 15/05/2024 | 0.75% | 98.25 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,735 CHF | 98,470 CHF | 98.09% | 98.09% |
| 14/05/2024 | 1.25% | 96.05 % | 97.25 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,129 CHF | 48,736 CHF | 90.20% | 90.20% |
| 13/05/2024 | 0.75% | 96.70 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,843 CHF | 97,574 CHF | 64.80% | 64.80% |
| 10/05/2024 | 0.75% | 97.25 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,532 CHF | 98,266 CHF | 70.06% | 70.06% |
| 08/05/2024 | 0.76% | 97.15 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,292 CHF | 98,030 CHF | 53.23% | 53.23% |
| 07/05/2024 | 0.75% | 97.05 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,926 CHF | 97,659 CHF | 64.28% | 64.28% |
| 06/05/2024 | 0.75% | 96.75 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,915 CHF | 97,646 CHF | 86.55% | 86.55% |
| 03/05/2024 | 0.75% | 96.90 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,946 CHF | 97,676 CHF | 83.98% | 83.98% |
| 02/05/2024 | 0.75% | 96.55 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,805 CHF | 97,534 CHF | 87.54% | 87.54% |
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