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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 | 22.26% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,997,200 | 2,997,200 | 119,888 CHF | 149,888 CHF | 100.00% | 100.00% |
| 15/05/2024 | 20.09% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,992,100 | 2,992,100 | 134,645 CHF | 164,645 CHF | 100.00% | 100.00% |
| 14/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,999,980 | 2,999,980 | 134,999 CHF | 164,999 CHF | 99.69% | 99.69% |
| 13/05/2024 | 21.12% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 127,434 CHF | 157,434 CHF | 100.00% | 100.00% |
| 10/05/2024 | 22.08% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 120,981 CHF | 150,981 CHF | 100.00% | 100.00% |
| 08/05/2024 | 20.34% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 132,704 CHF | 162,704 CHF | 99.08% | 99.08% |
| 07/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 135,000 CHF | 165,000 CHF | 99.93% | 99.93% |
| 06/05/2024 | 19.70% | 0.05 CHF | 0.06 CHF | 2,982,800 | 2,982,800 | 2,984,140 | 2,984,140 | 136,741 CHF | 166,583 CHF | 100.00% | 100.00% |
| 03/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,000 CHF | 180,000 CHF | 100.00% | 100.00% |
| 02/05/2024 | 18.23% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 149,568 CHF | 179,568 CHF | 100.00% | 100.00% |
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