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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 | 0.34% | 2.98 CHF | 2.99 CHF | 1,000,000 | 1,000,000 | 999,143 | 999,143 | 2,963,010 CHF | 2,973,010 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 1,000,000 | 1,000,000 | 997,957 | 997,957 | 2,994,340 CHF | 3,004,340 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 1,000,000 | 1,000,000 | 999,953 | 999,953 | 3,038,580 CHF | 3,048,580 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,013,550 CHF | 3,023,550 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,010,210 CHF | 3,020,210 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,004,750 CHF | 3,014,750 CHF | 99.51% | 99.51% |
| 07/05/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 1,000,000 | 1,000,000 | 999,483 | 999,483 | 2,955,770 CHF | 2,965,770 CHF | 99.81% | 99.81% |
| 06/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,924,520 CHF | 2,934,520 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,895,960 CHF | 2,905,960 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,994,410 CHF | 3,004,410 CHF | 100.00% | 100.00% |
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