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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 | 66.73% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,997,300 | 2,997,300 | 29,973 CHF | 59,973 CHF | 100.00% | 100.00% |
| 15/05/2024 | 66.84% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,992,060 | 2,992,060 | 29,921 CHF | 59,921 CHF | 100.00% | 100.00% |
| 14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,820 | 2,999,820 | 29,998 CHF | 59,998 CHF | 100.00% | 100.00% |
| 13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 10/05/2024 | 55.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 40,498 CHF | 70,498 CHF | 100.00% | 100.00% |
| 08/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 75,000 CHF | 99.08% | 99.08% |
| 07/05/2024 | 65.89% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,698 CHF | 60,698 CHF | 99.53% | 99.53% |
| 06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 100.00% | 100.00% |
| 03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 100.00% | 100.00% |
| 02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 100.00% | 100.00% |
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