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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 | 0.97% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 998,993 | 998,993 | 1,029,170 CHF | 1,039,170 CHF | 99.99% | 99.99% |
| 15/05/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 998,048 | 998,048 | 1,059,680 CHF | 1,069,680 CHF | 99.63% | 99.63% |
| 14/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 999,913 | 999,913 | 1,098,520 CHF | 1,108,520 CHF | 99.78% | 99.78% |
| 13/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,107,090 CHF | 1,117,090 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,119,450 CHF | 1,129,450 CHF | 99.61% | 99.61% |
| 08/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 1,000,000 | 1,000,000 | 999,779 | 999,779 | 1,150,690 CHF | 1,160,690 CHF | 99.29% | 99.29% |
| 07/05/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 999,553 | 999,553 | 1,128,900 CHF | 1,138,900 CHF | 99.53% | 99.53% |
| 06/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,121,450 CHF | 1,131,450 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,143,790 CHF | 1,153,790 CHF | 99.41% | 99.41% |
| 02/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,200,640 CHF | 1,210,640 CHF | 100.00% | 100.00% |
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