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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 | 2.00% | 0.50 CHF | 0.51 CHF | 1,000,000 | 1,000,000 | 998,995 | 998,995 | 496,034 CHF | 506,034 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.84% | 0.50 CHF | 0.51 CHF | 1,000,000 | 1,000,000 | 998,066 | 998,066 | 539,472 CHF | 549,472 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.64% | 0.57 CHF | 0.58 CHF | 1,000,000 | 1,000,000 | 999,955 | 999,955 | 603,442 CHF | 613,442 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 615,727 CHF | 625,727 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 631,912 CHF | 641,912 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 1,000,000 | 1,000,000 | 999,792 | 999,792 | 674,598 CHF | 684,598 CHF | 99.63% | 99.63% |
| 07/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 1,000,000 | 1,000,000 | 999,507 | 999,507 | 617,567 CHF | 627,567 CHF | 99.94% | 99.94% |
| 06/05/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 587,211 CHF | 597,211 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 606,144 CHF | 616,144 CHF | 99.95% | 99.95% |
| 02/05/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 657,632 CHF | 667,632 CHF | 99.99% | 99.99% |
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