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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 | 0.65% | 1.52 CHF | 1.53 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,527,060 CHF | 1,537,060 CHF | 99.81% | 99.81% |
| 26/04/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,518,940 CHF | 1,528,940 CHF | 99.33% | 99.33% |
| 25/04/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,529,740 CHF | 1,539,740 CHF | 99.31% | 99.31% |
| 24/04/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 1,000,000 | 1,000,000 | 999,884 | 999,884 | 1,553,610 CHF | 1,563,610 CHF | 99.54% | 99.54% |
| 23/04/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 1,000,000 | 1,000,000 | 999,793 | 999,793 | 1,564,170 CHF | 1,574,170 CHF | 97.58% | 97.58% |
| 22/04/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,589,180 CHF | 1,599,180 CHF | 100.00% | 100.00% |
| 19/04/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,575,570 CHF | 1,585,570 CHF | 100.00% | 100.00% |
| 18/04/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,566,620 CHF | 1,576,620 CHF | 100.00% | 100.00% |
| 17/04/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 1,000,000 | 1,000,000 | 998,109 | 998,109 | 1,595,000 CHF | 1,605,000 CHF | 100.00% | 100.00% |
| 16/04/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 1,000,000 | 1,000,000 | 998,290 | 998,290 | 1,607,760 CHF | 1,617,760 CHF | 99.81% | 99.81% |
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