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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 | 0.58% | 1.76 CHF | 1.77 CHF | 1,000,000 | 1,000,000 | 997,769 | 997,769 | 1,719,720 CHF | 1,729,720 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 1,000,000 | 1,000,000 | 999,758 | 999,758 | 1,668,790 CHF | 1,678,790 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,657,950 CHF | 1,667,950 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,647,000 CHF | 1,657,000 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 1,000,000 | 1,000,000 | 999,975 | 999,975 | 1,612,710 CHF | 1,622,710 CHF | 99.51% | 99.51% |
| 07/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 1,000,000 | 1,000,000 | 999,205 | 999,205 | 1,665,110 CHF | 1,675,110 CHF | 99.87% | 99.87% |
| 06/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,694,100 CHF | 1,704,100 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,683,200 CHF | 1,693,200 CHF | 99.99% | 99.99% |
| 02/05/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,649,370 CHF | 1,659,370 CHF | 100.00% | 100.00% |
| 30/04/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 1,000,000 | 1,000,000 | 999,553 | 999,553 | 1,674,490 CHF | 1,684,490 CHF | 100.00% | 100.00% |
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