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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 | 0.58% | 1.73 CHF | 1.74 CHF | 1,000,000 | 1,000,000 | 998,939 | 998,939 | 1,719,170 CHF | 1,729,170 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 1,000,000 | 1,000,000 | 997,796 | 997,796 | 1,679,110 CHF | 1,689,110 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 1,000,000 | 1,000,000 | 999,768 | 999,768 | 1,627,790 CHF | 1,637,790 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,617,290 CHF | 1,627,290 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,607,070 CHF | 1,617,070 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 1,000,000 | 1,000,000 | 999,975 | 999,975 | 1,572,710 CHF | 1,582,710 CHF | 99.51% | 99.51% |
| 07/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 999,145 | 999,145 | 1,625,270 CHF | 1,635,270 CHF | 99.87% | 99.87% |
| 06/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,654,280 CHF | 1,664,280 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,643,390 CHF | 1,653,390 CHF | 99.98% | 99.98% |
| 02/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,609,310 CHF | 1,619,310 CHF | 100.00% | 100.00% |
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