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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/05/2024 | 58.98% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,200 | 2,999,200 | 33,044 CHF | 60,044 CHF | 100.00% | 100.00% |
| 22/05/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 21/05/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 45,000 CHF | 60,000 CHF | 99.53% | 99.53% |
| 17/05/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 16/05/2024 | 28.61% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,997,330 | 2,997,330 | 44,960 CHF | 59,960 CHF | 100.00% | 100.00% |
| 15/05/2024 | 28.68% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,992,400 | 2,992,400 | 44,886 CHF | 59,886 CHF | 100.00% | 100.00% |
| 14/05/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,970 | 2,999,970 | 45,000 CHF | 60,000 CHF | 99.32% | 99.32% |
| 13/05/2024 | 28.22% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,819 CHF | 60,819 CHF | 100.00% | 100.00% |
| 10/05/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 08/05/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 99.77% | 99.77% |
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