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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 | 13.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 68,410 CHF | 19,603 CHF | 98.49% | 98.49% |
| 15/05/2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 78,516 CHF | 22,129 CHF | 98.31% | 98.31% |
| 14/05/2024 | 11.24% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 84,368 CHF | 23,592 CHF | 99.36% | 99.36% |
| 13/05/2024 | 14.15% | 0.07 CHF | 0.08 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 66,040 CHF | 19,010 CHF | 98.93% | 98.93% |
| 10/05/2024 | 13.53% | 0.07 CHF | 0.08 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 69,064 CHF | 19,766 CHF | 99.37% | 99.37% |
| 08/05/2024 | 14.11% | 0.06 CHF | 0.07 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 66,477 CHF | 19,119 CHF | 99.36% | 99.36% |
| 07/05/2024 | 12.44% | 0.07 CHF | 0.08 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 75,698 CHF | 21,425 CHF | 94.72% | 94.72% |
| 06/05/2024 | 12.04% | 0.07 CHF | 0.08 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 78,259 CHF | 22,065 CHF | 99.36% | 99.36% |
| 03/05/2024 | 10.56% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 90,224 CHF | 25,056 CHF | 99.35% | 99.35% |
| 02/05/2024 | 9.67% | 0.09 CHF | 0.10 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 98,658 CHF | 27,165 CHF | 99.37% | 99.37% |
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