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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 | 1.01% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 997,734 | 997,734 | 983,421 CHF | 993,421 CHF | 99.99% | 99.99% |
| 14/05/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 999,747 | 999,747 | 928,388 CHF | 938,388 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 918,307 CHF | 928,307 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 907,484 CHF | 917,484 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 999,964 | 999,964 | 872,101 CHF | 882,101 CHF | 99.51% | 99.51% |
| 07/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 1,000,000 | 1,000,000 | 999,226 | 999,226 | 926,390 CHF | 936,390 CHF | 99.83% | 99.83% |
| 06/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 956,896 CHF | 966,896 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 944,379 CHF | 954,379 CHF | 99.97% | 99.97% |
| 02/05/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 905,958 CHF | 915,958 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 1,000,000 | 1,000,000 | 999,567 | 999,567 | 930,302 CHF | 940,302 CHF | 100.00% | 100.00% |
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