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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 26/04/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,106,170 CHF | 1,116,170 CHF | 99.34% | 99.34% |
| 25/04/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,115,040 CHF | 1,125,040 CHF | 99.28% | 99.28% |
| 24/04/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 999,878 | 999,878 | 1,139,520 CHF | 1,149,520 CHF | 99.54% | 99.54% |
| 23/04/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 999,795 | 999,795 | 1,151,410 CHF | 1,161,410 CHF | 97.59% | 97.59% |
| 22/04/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,176,250 CHF | 1,186,250 CHF | 99.99% | 99.99% |
| 19/04/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,163,360 CHF | 1,173,360 CHF | 100.00% | 100.00% |
| 18/04/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,153,920 CHF | 1,163,920 CHF | 100.00% | 100.00% |
| 17/04/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 998,042 | 998,042 | 1,182,800 CHF | 1,192,800 CHF | 100.00% | 100.00% |
| 16/04/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 1,000,000 | 1,000,000 | 998,224 | 998,224 | 1,194,250 CHF | 1,204,250 CHF | 99.81% | 99.81% |
| 15/04/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 1,000,000 | 1,000,000 | 999,768 | 999,768 | 1,177,510 CHF | 1,187,510 CHF | 99.35% | 99.35% |
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