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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 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 99.85% | 99.85% |
| 15/05/2024 | 163.16% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,030 CHF | 2,512 CHF | 100.00% | 100.00% |
| 14/05/2024 | 131.60% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,009 CHF | 3,337 CHF | 99.77% | 99.77% |
| 13/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
| 10/05/2024 | 108.09% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,008 | 250,000 | 4,438 CHF | 3,750 CHF | 99.96% | 99.96% |
| 08/05/2024 | 99.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,091 CHF | 3,773 CHF | 100.00% | 100.00% |
| 07/05/2024 | 96.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,459 CHF | 3,865 CHF | 99.85% | 99.85% |
| 06/05/2024 | 93.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,994 CHF | 3,998 CHF | 99.81% | 99.81% |
| 03/05/2024 | 68.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,712 CHF | 4,928 CHF | 100.00% | 100.00% |
| 02/05/2024 | 80.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,159 | 250,000 | 7,838 CHF | 4,471 CHF | 100.00% | 100.00% |
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