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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 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,882 CHF | 97,882 CHF | 99.75% | 99.75% |
| 15/05/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,663 CHF | 97,663 CHF | 99.56% | 99.56% |
| 14/05/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,728 CHF | 97,728 CHF | 99.54% | 99.54% |
| 13/05/2024 | 1.04% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,909 CHF | 96,909 CHF | 96.73% | 96.73% |
| 10/05/2024 | 1.04% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,983 CHF | 96,983 CHF | 99.88% | 99.88% |
| 08/05/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,734 CHF | 96,734 CHF | 99.60% | 99.60% |
| 07/05/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,859 CHF | 96,859 CHF | 99.66% | 99.66% |
| 06/05/2024 | 1.03% | 96.20 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,192 CHF | 97,192 CHF | 90.15% | 90.15% |
| 03/05/2024 | 1.03% | 96.25 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,221 CHF | 97,221 CHF | 96.85% | 96.85% |
| 02/05/2024 | 1.04% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,085 CHF | 97,085 CHF | 97.97% | 97.97% |
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