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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 | 5.72% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,998,200 | 2,998,200 | 254,847 CHF | 269,847 CHF | 100.00% | 100.00% |
| 15/05/2024 | 5.44% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,992,170 | 2,992,170 | 268,993 CHF | 283,993 CHF | 100.00% | 100.00% |
| 14/05/2024 | 5.40% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,999,740 | 2,999,740 | 270,273 CHF | 285,273 CHF | 100.00% | 100.00% |
| 13/05/2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 270,000 CHF | 285,000 CHF | 100.00% | 100.00% |
| 10/05/2024 | 5.40% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 270,046 CHF | 285,046 CHF | 100.00% | 100.00% |
| 08/05/2024 | 5.18% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,982,800 | 2,982,800 | 283,366 CHF | 298,366 CHF | 99.67% | 99.67% |
| 07/05/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,998,950 | 2,998,950 | 284,901 CHF | 299,901 CHF | 99.69% | 99.69% |
| 06/05/2024 | 5.04% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 290,230 CHF | 305,230 CHF | 100.00% | 100.00% |
| 03/05/2024 | 4.81% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 304,328 CHF | 319,328 CHF | 100.00% | 100.00% |
| 02/05/2024 | 4.64% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 315,813 CHF | 330,813 CHF | 99.57% | 99.57% |
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