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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,476,060 CHF | 3,486,060 CHF | 99.89% | 99.89% |
| 28/05/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,455,020 CHF | 3,465,020 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 1,000,000 | 1,000,000 | 994,584 | 994,584 | 3,450,330 CHF | 3,460,330 CHF | 99.50% | 99.50% |
| 24/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,476,120 CHF | 3,486,120 CHF | 100.00% | 100.00% |
| 23/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 1,000,000 | 1,000,000 | 994,674 | 994,674 | 3,445,630 CHF | 3,455,630 CHF | 100.00% | 100.00% |
| 22/05/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,451,810 CHF | 3,461,810 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 1,000,000 | 1,000,000 | 999,082 | 999,082 | 3,422,430 CHF | 3,432,430 CHF | 99.76% | 99.76% |
| 17/05/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,405,370 CHF | 3,415,370 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 1,000,000 | 1,000,000 | 999,168 | 999,168 | 3,347,500 CHF | 3,357,500 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 1,000,000 | 1,000,000 | 998,032 | 998,032 | 3,378,720 CHF | 3,388,720 CHF | 100.00% | 100.00% |
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