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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 | 0.79% | 103.36 % | 104.18 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,440 CHF | 61,926 CHF | 89.53% | 89.53% |
| 15/05/2024 | 0.79% | 102.36 % | 103.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,362 CHF | 61,848 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.79% | 102.27 % | 103.08 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,111 CHF | 61,597 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.79% | 101.83 % | 102.64 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,838 CHF | 61,318 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.79% | 101.31 % | 102.11 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,886 CHF | 61,371 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.79% | 101.57 % | 102.38 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,116 CHF | 61,602 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.79% | 101.89 % | 102.70 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,814 CHF | 61,294 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.79% | 101.27 % | 102.07 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,154 CHF | 60,629 CHF | 90.76% | 90.76% |
| 03/05/2024 | 0.79% | 100.21 % | 101.00 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,537 CHF | 60,011 CHF | 93.73% | 93.73% |
| 02/05/2024 | 0.79% | 99.16 % | 99.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,985 CHF | 60,459 CHF | 100.00% | 100.00% |
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