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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 6.22% | 0.08 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 2,992,410 | 2,992,410 | 234,406 CHF | 249,406 CHF | 100.00% | 100.00% |
| 14/05/2024 | 5.73% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,999,970 | 2,999,970 | 254,266 CHF | 269,266 CHF | 99.76% | 99.76% |
| 13/05/2024 | 6.06% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 240,000 CHF | 255,000 CHF | 100.00% | 100.00% |
| 10/05/2024 | 5.71% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 255,000 CHF | 270,000 CHF | 100.00% | 100.00% |
| 08/05/2024 | 5.60% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,999,710 | 2,999,710 | 260,700 CHF | 275,700 CHF | 99.44% | 99.44% |
| 07/05/2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,998,240 | 2,998,240 | 269,842 CHF | 284,842 CHF | 100.00% | 100.00% |
| 06/05/2024 | 5.39% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 270,565 CHF | 285,565 CHF | 100.00% | 100.00% |
| 03/05/2024 | 4.97% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 2,998,730 | 294,766 CHF | 309,633 CHF | 100.00% | 100.00% |
| 02/05/2024 | 4.64% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 315,768 CHF | 330,768 CHF | 99.56% | 99.56% |
| 30/04/2024 | 4.84% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,998,920 | 2,998,920 | 302,322 CHF | 317,322 CHF | 100.00% | 100.00% |
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