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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 | 9.62% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,998,080 | 2,998,080 | 148,614 CHF | 163,614 CHF | 100.00% | 100.00% |
| 15/05/2024 | 9.51% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,992,160 | 2,992,160 | 150,615 CHF | 165,615 CHF | 99.83% | 99.83% |
| 14/05/2024 | 8.70% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,999,670 | 2,999,670 | 164,982 CHF | 179,982 CHF | 99.89% | 99.89% |
| 13/05/2024 | 8.70% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 165,010 CHF | 180,010 CHF | 99.45% | 99.45% |
| 10/05/2024 | 9.44% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 151,447 CHF | 166,447 CHF | 100.00% | 100.00% |
| 08/05/2024 | 7.46% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,999,640 | 2,999,680 | 193,678 CHF | 208,681 CHF | 99.29% | 99.29% |
| 07/05/2024 | 7.66% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,998,330 | 2,998,330 | 188,652 CHF | 203,652 CHF | 100.00% | 100.00% |
| 06/05/2024 | 7.98% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 180,468 CHF | 195,468 CHF | 100.00% | 100.00% |
| 03/05/2024 | 7.33% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 197,296 CHF | 212,296 CHF | 98.22% | 98.22% |
| 02/05/2024 | 7.32% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 197,542 CHF | 212,542 CHF | 100.00% | 100.00% |
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