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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 | 2.87% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 999,228 | 999,228 | 343,601 CHF | 353,601 CHF | 100.00% | 100.00% |
| 15/05/2024 | 2.57% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 997,985 | 997,985 | 385,841 CHF | 395,841 CHF | 99.99% | 99.99% |
| 14/05/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 1,000,000 | 1,000,000 | 999,920 | 999,920 | 448,253 CHF | 458,253 CHF | 100.00% | 100.00% |
| 13/05/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 459,865 CHF | 469,865 CHF | 100.00% | 100.00% |
| 10/05/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 475,267 CHF | 485,267 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 1,000,000 | 1,000,000 | 999,975 | 999,975 | 517,964 CHF | 527,964 CHF | 99.51% | 99.51% |
| 07/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 999,660 | 999,660 | 463,138 CHF | 473,138 CHF | 99.82% | 99.82% |
| 06/05/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 432,191 CHF | 442,191 CHF | 100.00% | 100.00% |
| 03/05/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 452,122 CHF | 462,122 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 502,017 CHF | 512,017 CHF | 99.99% | 99.99% |
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