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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 | 1.58% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 998,868 | 998,868 | 629,378 CHF | 639,378 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.69% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 997,756 | 997,756 | 589,578 CHF | 599,578 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.86% | 0.56 CHF | 0.57 CHF | 1,000,000 | 1,000,000 | 999,775 | 999,775 | 533,732 CHF | 543,732 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 523,669 CHF | 533,669 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 514,595 CHF | 524,595 CHF | 100.00% | 100.00% |
| 08/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 478,084 CHF | 488,084 CHF | 99.50% | 99.50% |
| 07/05/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 1,000,000 | 1,000,000 | 998,883 | 998,883 | 532,469 CHF | 542,469 CHF | 99.90% | 99.90% |
| 06/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 562,835 CHF | 572,835 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 550,932 CHF | 560,932 CHF | 99.99% | 99.99% |
| 02/05/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 509,736 CHF | 519,736 CHF | 99.99% | 99.99% |
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