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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/04/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,040,220 CHF | 1,050,220 CHF | 99.26% | 99.26% |
| 24/04/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 999,884 | 999,884 | 1,065,670 CHF | 1,075,670 CHF | 99.54% | 99.54% |
| 23/04/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 999,797 | 999,797 | 1,076,350 CHF | 1,086,350 CHF | 97.60% | 97.60% |
| 22/04/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,101,630 CHF | 1,111,630 CHF | 100.00% | 100.00% |
| 19/04/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,089,930 CHF | 1,099,930 CHF | 100.00% | 100.00% |
| 18/04/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,080,260 CHF | 1,090,260 CHF | 99.98% | 99.98% |
| 17/04/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 1,000,000 | 1,000,000 | 998,133 | 998,133 | 1,108,540 CHF | 1,118,540 CHF | 100.00% | 100.00% |
| 16/04/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 998,316 | 998,316 | 1,120,410 CHF | 1,130,410 CHF | 99.81% | 99.81% |
| 15/04/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 999,763 | 999,763 | 1,104,300 CHF | 1,114,300 CHF | 99.36% | 99.36% |
| 12/04/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,101,320 CHF | 1,111,320 CHF | 100.00% | 100.00% |
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