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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/05/2024 | 0.05% | 21.86 CHF | 21.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,441,970 CHF | 5,444,470 CHF | 100.00% | 100.00% |
| 21/05/2024 | 0.05% | 21.58 CHF | 21.59 CHF | 250,000 | 250,000 | 249,787 | 249,787 | 5,385,390 CHF | 5,387,890 CHF | 99.94% | 99.94% |
| 17/05/2024 | 0.05% | 21.37 CHF | 21.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,347,120 CHF | 5,349,620 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.05% | 21.45 CHF | 21.46 CHF | 250,000 | 250,000 | 249,870 | 249,870 | 5,335,810 CHF | 5,338,310 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.05% | 21.16 CHF | 21.17 CHF | 250,000 | 250,000 | 249,519 | 249,519 | 5,218,460 CHF | 5,220,960 CHF | 99.97% | 99.97% |
| 14/05/2024 | 0.05% | 20.77 CHF | 20.78 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,173,140 CHF | 5,175,640 CHF | 99.80% | 99.80% |
| 13/05/2024 | 0.05% | 20.71 CHF | 20.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,169,110 CHF | 5,171,610 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.05% | 20.57 CHF | 20.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,162,940 CHF | 5,165,440 CHF | 99.99% | 99.99% |
| 08/05/2024 | 0.05% | 20.54 CHF | 20.55 CHF | 250,000 | 250,000 | 249,955 | 249,955 | 5,121,260 CHF | 5,123,760 CHF | 96.62% | 96.62% |
| 07/05/2024 | 0.05% | 20.59 CHF | 20.60 CHF | 250,000 | 250,000 | 249,888 | 249,888 | 5,118,030 CHF | 5,120,530 CHF | 98.39% | 98.39% |
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