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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/05/2024 | 0.05% | 21.28 CHF | 21.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,326,560 CHF | 5,329,060 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.05% | 21.37 CHF | 21.38 CHF | 250,000 | 250,000 | 249,867 | 249,867 | 5,315,420 CHF | 5,317,920 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.05% | 21.08 CHF | 21.09 CHF | 250,000 | 250,000 | 249,513 | 249,513 | 5,197,990 CHF | 5,200,490 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.05% | 20.69 CHF | 20.70 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,152,620 CHF | 5,155,120 CHF | 99.78% | 99.78% |
| 13/05/2024 | 0.05% | 20.63 CHF | 20.64 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,148,650 CHF | 5,151,150 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.05% | 20.49 CHF | 20.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,142,460 CHF | 5,144,960 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.05% | 20.45 CHF | 20.46 CHF | 250,000 | 250,000 | 249,957 | 249,957 | 5,100,810 CHF | 5,103,310 CHF | 96.63% | 96.63% |
| 07/05/2024 | 0.05% | 20.51 CHF | 20.52 CHF | 250,000 | 250,000 | 249,884 | 249,884 | 5,097,570 CHF | 5,100,070 CHF | 98.40% | 98.40% |
| 06/05/2024 | 0.05% | 20.20 CHF | 20.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,026,730 CHF | 5,029,230 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.05% | 19.84 CHF | 19.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,931,550 CHF | 4,934,050 CHF | 99.81% | 99.81% |
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