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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 | 0.05% | 20.75 CHF | 20.76 CHF | 250,000 | 250,000 | 249,792 | 249,792 | 5,159,620 CHF | 5,162,120 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.05% | 20.46 CHF | 20.47 CHF | 250,000 | 250,000 | 249,529 | 249,529 | 5,044,000 CHF | 5,046,500 CHF | 99.94% | 99.94% |
| 14/05/2024 | 0.05% | 20.07 CHF | 20.08 CHF | 250,000 | 250,000 | 249,955 | 249,955 | 4,997,690 CHF | 5,000,190 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.05% | 20.01 CHF | 20.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,993,900 CHF | 4,996,400 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.05% | 19.87 CHF | 19.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,987,770 CHF | 4,990,270 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.05% | 19.83 CHF | 19.84 CHF | 250,000 | 250,000 | 249,959 | 249,959 | 4,945,920 CHF | 4,948,420 CHF | 96.63% | 96.63% |
| 07/05/2024 | 0.05% | 19.89 CHF | 19.90 CHF | 250,000 | 250,000 | 249,850 | 249,850 | 4,942,280 CHF | 4,944,780 CHF | 98.43% | 98.43% |
| 06/05/2024 | 0.05% | 19.58 CHF | 19.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,872,400 CHF | 4,874,900 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.05% | 19.23 CHF | 19.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,777,150 CHF | 4,779,650 CHF | 99.87% | 99.87% |
| 02/05/2024 | 0.05% | 18.78 CHF | 18.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,690,770 CHF | 4,693,270 CHF | 99.52% | 99.52% |
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