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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 | 1.75% | 0.57 CHF | 0.58 CHF | 1,000,000 | 1,000,000 | 999,005 | 999,005 | 568,004 CHF | 578,004 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 1,000,000 | 1,000,000 | 998,063 | 998,063 | 610,959 CHF | 620,959 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 999,955 | 999,955 | 674,952 CHF | 684,952 CHF | 99.99% | 99.99% |
| 13/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 686,543 CHF | 696,543 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 702,739 CHF | 712,739 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 999,795 | 999,795 | 745,751 CHF | 755,751 CHF | 99.63% | 99.63% |
| 07/05/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 999,441 | 999,441 | 688,832 CHF | 698,832 CHF | 99.94% | 99.94% |
| 06/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 658,040 CHF | 668,040 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 678,090 CHF | 688,090 CHF | 99.96% | 99.96% |
| 02/05/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 730,264 CHF | 740,264 CHF | 100.00% | 100.00% |
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