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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% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,997,050 | 2,997,050 | 59,941 CHF | 74,941 CHF | 100.00% | 100.00% |
| 15/05/2024 | 22.31% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,992,490 | 2,992,490 | 59,850 CHF | 74,850 CHF | 99.85% | 99.85% |
| 14/05/2024 | 22.23% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,999,700 | 2,999,700 | 59,994 CHF | 74,994 CHF | 100.00% | 100.00% |
| 13/05/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 75,000 CHF | 100.00% | 100.00% |
| 10/05/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 75,000 CHF | 100.00% | 100.00% |
| 08/05/2024 | 22.65% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,999,960 | 2,999,960 | 58,998 CHF | 73,998 CHF | 98.95% | 98.95% |
| 07/05/2024 | 22.23% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,999,640 | 2,999,640 | 59,993 CHF | 74,993 CHF | 99.34% | 99.34% |
| 06/05/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 75,000 CHF | 100.00% | 100.00% |
| 03/05/2024 | 22.84% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 58,541 CHF | 73,541 CHF | 100.00% | 100.00% |
| 02/05/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 100.00% | 100.00% |
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