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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 998,028 | 998,028 | 676,343 CHF | 686,343 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.34% | 0.71 CHF | 0.72 CHF | 1,000,000 | 1,000,000 | 999,922 | 999,922 | 740,865 CHF | 750,865 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 751,418 CHF | 761,418 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 768,462 CHF | 778,462 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 999,790 | 999,790 | 811,859 CHF | 821,859 CHF | 99.63% | 99.63% |
| 07/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 1,000,000 | 1,000,000 | 999,506 | 999,506 | 754,768 CHF | 764,768 CHF | 99.94% | 99.94% |
| 06/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 724,042 CHF | 734,042 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 744,038 CHF | 754,038 CHF | 99.98% | 99.98% |
| 02/05/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 795,535 CHF | 805,535 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 1,000,000 | 1,000,000 | 999,289 | 999,289 | 775,008 CHF | 785,008 CHF | 100.00% | 100.00% |
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