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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 | 5.83% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,997,180 | 2,997,180 | 250,313 CHF | 265,313 CHF | 100.00% | 100.00% |
| 15/05/2024 | 5.82% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,992,260 | 2,992,260 | 251,106 CHF | 266,106 CHF | 100.00% | 100.00% |
| 14/05/2024 | 5.71% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 254,999 CHF | 269,999 CHF | 99.82% | 99.82% |
| 13/05/2024 | 5.71% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 254,990 CHF | 269,990 CHF | 100.00% | 100.00% |
| 10/05/2024 | 5.82% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 250,364 CHF | 265,364 CHF | 100.00% | 100.00% |
| 08/05/2024 | 5.42% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,999,490 | 2,999,490 | 269,479 CHF | 284,479 CHF | 99.67% | 99.67% |
| 07/05/2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,999,410 | 2,999,410 | 269,947 CHF | 284,947 CHF | 99.51% | 99.51% |
| 06/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 03/05/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 285,023 CHF | 300,023 CHF | 100.00% | 100.00% |
| 02/05/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,000 CHF | 315,000 CHF | 99.58% | 99.58% |
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