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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% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 979,825 CHF | 989,825 CHF | 100.00% | 100.00% |
| 30/04/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 999,294 | 999,294 | 969,373 CHF | 979,373 CHF | 99.16% | 99.16% |
| 29/04/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 999,988 | 999,988 | 971,089 CHF | 981,089 CHF | 99.81% | 99.81% |
| 26/04/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 962,820 CHF | 972,820 CHF | 99.34% | 99.34% |
| 25/04/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 970,962 CHF | 980,962 CHF | 99.29% | 99.29% |
| 24/04/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 999,879 | 999,879 | 997,537 CHF | 1,007,540 CHF | 99.54% | 99.54% |
| 23/04/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 999,795 | 999,795 | 1,008,060 CHF | 1,018,060 CHF | 97.59% | 97.59% |
| 22/04/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,033,550 CHF | 1,043,550 CHF | 100.00% | 100.00% |
| 19/04/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,021,420 CHF | 1,031,420 CHF | 100.00% | 100.00% |
| 18/04/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,011,030 CHF | 1,021,030 CHF | 100.00% | 100.00% |
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