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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 | 0.11% | 8.95 CHF | 8.96 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,083,710 CHF | 4,088,210 CHF | 100.00% | 100.00% |
| 28/05/2024 | 0.11% | 9.35 CHF | 9.36 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,249,720 CHF | 4,254,220 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 225,000 | 225,000 | 399,678 | 399,678 | 3,797,590 CHF | 3,801,600 CHF | 98.96% | 98.96% |
| 24/05/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,313,880 CHF | 4,318,380 CHF | 99.98% | 99.98% |
| 23/05/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 450,000 | 450,000 | 447,467 | 447,467 | 4,506,420 CHF | 4,510,920 CHF | 99.99% | 99.99% |
| 22/05/2024 | 0.10% | 10.27 CHF | 10.28 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,610,210 CHF | 4,614,710 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.10% | 10.23 CHF | 10.24 CHF | 450,000 | 450,000 | 449,541 | 449,541 | 4,581,660 CHF | 4,586,160 CHF | 99.62% | 99.62% |
| 17/05/2024 | 0.10% | 10.26 CHF | 10.27 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,611,200 CHF | 4,615,700 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.10% | 10.30 CHF | 10.31 CHF | 450,000 | 450,000 | 449,650 | 449,650 | 4,598,480 CHF | 4,602,980 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.10% | 10.12 CHF | 10.13 CHF | 450,000 | 450,000 | 449,119 | 449,119 | 4,472,380 CHF | 4,476,880 CHF | 99.76% | 99.76% |
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