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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 08/05/2024 | 14.56% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,724 CHF | 73,724 CHF | 99.29% | 99.29% |
| 07/05/2024 | 12.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 999,277 | 999,277 | 74,438 CHF | 84,438 CHF | 99.92% | 99.92% |
| 06/05/2024 | 11.93% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 78,959 CHF | 88,959 CHF | 100.00% | 100.00% |
| 03/05/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 75,534 CHF | 85,534 CHF | 99.37% | 99.37% |
| 02/05/2024 | 16.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,659 CHF | 66,659 CHF | 100.00% | 100.00% |
| 30/04/2024 | 14.55% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,946 CHF | 73,946 CHF | 99.16% | 99.16% |
| 29/04/2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 68,630 CHF | 78,630 CHF | 99.81% | 99.81% |
| 26/04/2024 | 12.61% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 74,896 CHF | 84,896 CHF | 99.34% | 99.34% |
| 25/04/2024 | 12.98% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 72,288 CHF | 82,288 CHF | 99.25% | 99.25% |
| 24/04/2024 | 14.97% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 999,991 | 999,991 | 61,809 CHF | 71,809 CHF | 99.60% | 99.60% |
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