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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 | 1.27% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 996,088 | 996,088 | 782,384 CHF | 792,345 CHF | 100.00% | 100.00% |
| 15/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 787,772 CHF | 797,772 CHF | 100.00% | 100.00% |
| 14/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 1,000,000 | 1,000,000 | 996,105 | 996,105 | 791,287 CHF | 801,248 CHF | 100.00% | 100.00% |
| 13/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 790,406 CHF | 800,406 CHF | 100.00% | 100.00% |
| 10/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 786,812 CHF | 796,812 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 826,726 CHF | 836,726 CHF | 100.00% | 100.00% |
| 07/05/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 861,693 CHF | 871,693 CHF | 100.00% | 100.00% |
| 06/05/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 889,237 CHF | 899,237 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 995,700 | 995,700 | 908,761 CHF | 918,718 CHF | 100.00% | 100.00% |
| 02/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 1,000,000 | 1,000,000 | 991,345 | 991,345 | 920,962 CHF | 930,875 CHF | 99.94% | 99.94% |
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