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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 | 0.75% | 1.34 CHF | 1.35 CHF | 1,000,000 | 1,000,000 | 998,950 | 998,950 | 1,335,430 CHF | 1,345,430 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 1,000,000 | 1,000,000 | 997,735 | 997,735 | 1,296,920 CHF | 1,306,920 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 999,749 | 999,749 | 1,243,800 CHF | 1,253,800 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,232,380 CHF | 1,242,380 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,223,150 CHF | 1,233,150 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 1,000,000 | 1,000,000 | 999,957 | 999,957 | 1,186,730 CHF | 1,196,730 CHF | 99.51% | 99.51% |
| 07/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 999,202 | 999,202 | 1,241,270 CHF | 1,251,270 CHF | 99.87% | 99.87% |
| 06/05/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,270,630 CHF | 1,280,630 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,258,720 CHF | 1,268,720 CHF | 99.96% | 99.96% |
| 02/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,221,270 CHF | 1,231,270 CHF | 100.00% | 100.00% |
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