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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 | 0.65% | 1.53 CHF | 1.54 CHF | 1,000,000 | 1,000,000 | 998,931 | 998,931 | 1,526,540 CHF | 1,536,540 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 1,000,000 | 1,000,000 | 997,773 | 997,773 | 1,487,820 CHF | 1,497,820 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 999,754 | 999,754 | 1,435,670 CHF | 1,445,670 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,424,410 CHF | 1,434,410 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,415,310 CHF | 1,425,310 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 999,976 | 999,976 | 1,380,170 CHF | 1,390,170 CHF | 99.51% | 99.51% |
| 07/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 999,229 | 999,229 | 1,433,340 CHF | 1,443,340 CHF | 99.83% | 99.83% |
| 06/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,461,520 CHF | 1,471,520 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,451,040 CHF | 1,461,040 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,415,210 CHF | 1,425,210 CHF | 99.99% | 99.99% |
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