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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/04/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,264,390 CHF | 1,274,390 CHF | 99.81% | 99.81% |
| 26/04/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,257,350 CHF | 1,267,350 CHF | 99.35% | 99.35% |
| 25/04/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,266,150 CHF | 1,276,150 CHF | 99.30% | 99.30% |
| 24/04/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 1,000,000 | 1,000,000 | 999,882 | 999,882 | 1,290,760 CHF | 1,300,760 CHF | 99.54% | 99.54% |
| 23/04/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 1,000,000 | 1,000,000 | 999,796 | 999,796 | 1,301,750 CHF | 1,311,750 CHF | 97.59% | 97.59% |
| 22/04/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,327,710 CHF | 1,337,710 CHF | 100.00% | 100.00% |
| 19/04/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,313,270 CHF | 1,323,270 CHF | 100.00% | 100.00% |
| 18/04/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,305,100 CHF | 1,315,100 CHF | 100.00% | 100.00% |
| 17/04/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 1,000,000 | 1,000,000 | 998,100 | 998,100 | 1,333,010 CHF | 1,343,010 CHF | 99.99% | 99.99% |
| 16/04/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 1,000,000 | 1,000,000 | 998,290 | 998,290 | 1,345,590 CHF | 1,355,590 CHF | 99.81% | 99.81% |
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