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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 | 0.80% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 997,877 | 997,877 | 1,245,980 CHF | 1,255,960 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,309,650 CHF | 1,319,650 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 1,000,000 | 1,000,000 | 997,063 | 997,063 | 1,343,290 CHF | 1,353,260 CHF | 100.00% | 100.00% |
| 13/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,337,100 CHF | 1,347,100 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,336,660 CHF | 1,346,660 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,390,850 CHF | 1,400,850 CHF | 100.00% | 100.00% |
| 07/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,385,860 CHF | 1,395,860 CHF | 100.00% | 100.00% |
| 06/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,425,770 CHF | 1,435,770 CHF | 100.00% | 100.00% |
| 03/05/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 900,000 | 900,000 | 897,042 | 897,042 | 1,333,380 CHF | 1,342,350 CHF | 100.00% | 100.00% |
| 02/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 900,000 | 900,000 | 895,303 | 895,303 | 1,389,220 CHF | 1,398,180 CHF | 99.94% | 99.94% |
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