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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 30/04/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 999,260 | 999,260 | 1,116,600 CHF | 1,126,600 CHF | 99.16% | 99.16% |
| 29/04/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,116,720 CHF | 1,126,720 CHF | 99.81% | 99.81% |
| 26/04/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,109,260 CHF | 1,119,260 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 | 1,118,820 CHF | 1,128,820 CHF | 99.30% | 99.30% |
| 24/04/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 1,000,000 | 1,000,000 | 999,883 | 999,883 | 1,143,140 CHF | 1,153,140 CHF | 99.54% | 99.54% |
| 23/04/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 999,797 | 999,797 | 1,154,930 CHF | 1,164,930 CHF | 97.59% | 97.59% |
| 22/04/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,180,130 CHF | 1,190,130 CHF | 100.00% | 100.00% |
| 19/04/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,168,150 CHF | 1,178,150 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 | 1,157,690 CHF | 1,167,690 CHF | 100.00% | 100.00% |
| 17/04/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 1,000,000 | 1,000,000 | 998,101 | 998,101 | 1,186,640 CHF | 1,196,640 CHF | 100.00% | 100.00% |
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