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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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 14/05/2024 | 57.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,765 CHF | 5,691 CHF | 92.27% | 92.27% |
| 13/05/2024 | 63.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,860 CHF | 5,215 CHF | 100.00% | 100.00% |
| 10/05/2024 | 59.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,091 CHF | 5,523 CHF | 100.00% | 100.00% |
| 08/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
| 07/05/2024 | 40.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,735 CHF | 7,434 CHF | 100.00% | 100.00% |
| 06/05/2024 | 39.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,742 CHF | 7,686 CHF | 100.00% | 100.00% |
| 03/05/2024 | 33.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,891 | 250,000 | 24,530 CHF | 8,658 CHF | 97.87% | 97.87% |
| 02/05/2024 | 28.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,906 CHF | 9,976 CHF | 100.00% | 100.00% |
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