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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 02/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 976,377 CHF | 986,377 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 999,269 | 999,269 | 966,043 CHF | 976,043 CHF | 99.16% | 99.16% |
| 29/04/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 967,178 CHF | 977,178 CHF | 99.81% | 99.81% |
| 26/04/2024 | 1.04% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 958,699 CHF | 968,699 CHF | 99.34% | 99.34% |
| 25/04/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 969,003 CHF | 979,003 CHF | 99.30% | 99.30% |
| 24/04/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 999,886 | 999,886 | 991,907 CHF | 1,001,910 CHF | 99.54% | 99.54% |
| 23/04/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 999,796 | 999,796 | 1,004,810 CHF | 1,014,810 CHF | 97.58% | 97.58% |
| 22/04/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,030,630 CHF | 1,040,630 CHF | 100.00% | 100.00% |
| 19/04/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,018,290 CHF | 1,028,290 CHF | 100.00% | 100.00% |
| 18/04/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,008,650 CHF | 1,018,650 CHF | 100.00% | 100.00% |
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