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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% | 97.95 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,122 CHF | 98,862 CHF | 79.59% | 79.59% |
| 15/05/2024 | 0.75% | 98.30 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,227 CHF | 97,961 CHF | 90.23% | 90.23% |
| 14/05/2024 | 0.75% | 96.15 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,456 CHF | 97,186 CHF | 98.20% | 98.20% |
| 13/05/2024 | 0.75% | 96.60 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,492 CHF | 97,221 CHF | 86.01% | 86.01% |
| 10/05/2024 | 0.75% | 97.30 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,951 CHF | 97,683 CHF | 90.51% | 90.51% |
| 08/05/2024 | 0.75% | 96.40 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,481 CHF | 97,208 CHF | 84.84% | 84.84% |
| 07/05/2024 | 0.75% | 96.15 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,123 CHF | 96,845 CHF | 68.03% | 68.03% |
| 06/05/2024 | 0.75% | 95.80 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,758 CHF | 96,478 CHF | 98.67% | 98.67% |
| 03/05/2024 | 0.75% | 95.60 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,034 CHF | 95,749 CHF | 94.31% | 94.31% |
| 02/05/2024 | 0.75% | 94.30 % | 95.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,275 CHF | 95,992 CHF | 73.85% | 73.85% |
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