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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 | 1.18% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 999,005 | 999,005 | 842,882 CHF | 852,882 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 1,000,000 | 1,000,000 | 998,103 | 998,103 | 885,916 CHF | 895,916 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 1,000,000 | 1,000,000 | 999,955 | 999,955 | 951,426 CHF | 961,426 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 961,595 CHF | 971,595 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 979,018 CHF | 989,018 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 999,795 | 999,795 | 1,022,650 CHF | 1,032,650 CHF | 99.63% | 99.63% |
| 07/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 999,441 | 999,441 | 965,033 CHF | 975,033 CHF | 99.94% | 99.94% |
| 06/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 934,082 CHF | 944,082 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 954,214 CHF | 964,214 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,007,160 CHF | 1,017,160 CHF | 100.00% | 100.00% |
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