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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 | 0.24% | 4.24 CHF | 4.25 CHF | 1,000,000 | 1,000,000 | 999,173 | 999,173 | 4,216,760 CHF | 4,226,760 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 1,000,000 | 1,000,000 | 997,976 | 997,976 | 4,244,800 CHF | 4,254,800 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 1,000,000 | 1,000,000 | 999,921 | 999,921 | 4,287,790 CHF | 4,297,790 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,266,190 CHF | 4,276,190 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,262,070 CHF | 4,272,070 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 1,000,000 | 1,000,000 | 999,964 | 999,964 | 4,262,090 CHF | 4,272,090 CHF | 99.51% | 99.51% |
| 07/05/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 1,000,000 | 1,000,000 | 999,452 | 999,452 | 4,219,430 CHF | 4,229,430 CHF | 99.81% | 99.81% |
| 06/05/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,190,140 CHF | 4,200,140 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,170,520 CHF | 4,180,520 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,259,670 CHF | 4,269,670 CHF | 100.00% | 100.00% |
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