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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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,615 | 250,000 | 4,948 CHF | 3,750 CHF | 98.78% | 98.78% |
| 28/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.98% | 98.98% |
| 27/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,516 | 250,000 | 4,978 CHF | 3,750 CHF | 99.18% | 99.18% |
| 24/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,938 | 250,000 | 4,945 CHF | 3,750 CHF | 98.68% | 98.68% |
| 23/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,573 | 250,000 | 4,983 CHF | 3,750 CHF | 98.84% | 98.84% |
| 22/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,503 | 250,000 | 4,983 CHF | 3,750 CHF | 97.59% | 97.59% |
| 21/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,690 | 250,000 | 4,963 CHF | 3,750 CHF | 99.12% | 99.12% |
| 17/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.81% | 98.81% |
| 16/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.06% | 99.06% |
| 15/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,546 | 250,000 | 4,963 CHF | 3,750 CHF | 99.10% | 99.10% |
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