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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 | 1.33% | 0.71 CHF | 0.72 CHF | 1,000,000 | 1,000,000 | 998,090 | 998,090 | 746,063 CHF | 756,063 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 1,000,000 | 1,000,000 | 999,942 | 999,942 | 810,750 CHF | 820,750 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 821,172 CHF | 831,172 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 838,274 CHF | 848,274 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 999,790 | 999,790 | 881,779 CHF | 891,779 CHF | 99.63% | 99.63% |
| 07/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 999,582 | 999,582 | 824,690 CHF | 834,690 CHF | 99.90% | 99.90% |
| 06/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 793,828 CHF | 803,828 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 813,886 CHF | 823,886 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 865,734 CHF | 875,734 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 1,000,000 | 1,000,000 | 999,296 | 999,296 | 845,355 CHF | 855,355 CHF | 100.00% | 100.00% |
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