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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 24/04/2024 | 3.06% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 2,998,910 | 2,998,910 | 482,775 CHF | 497,775 CHF | 100.00% | 100.00% |
| 23/04/2024 | 3.22% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 458,519 CHF | 473,519 CHF | 100.00% | 100.00% |
| 22/04/2024 | 3.31% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 2,999,220 | 2,999,220 | 445,634 CHF | 460,634 CHF | 100.00% | 100.00% |
| 19/04/2024 | 3.22% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 2,994,440 | 458,377 CHF | 472,514 CHF | 99.99% | 99.99% |
| 18/04/2024 | 3.26% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 2,999,730 | 452,610 CHF | 467,566 CHF | 100.00% | 100.00% |
| 17/04/2024 | 2.90% | 0.17 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 2,994,140 | 2,994,140 | 510,859 CHF | 525,859 CHF | 100.00% | 100.00% |
| 16/04/2024 | 2.81% | 0.18 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 2,999,090 | 2,999,090 | 526,553 CHF | 541,553 CHF | 100.00% | 100.00% |
| 15/04/2024 | 2.85% | 0.17 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 2,999,600 | 2,999,600 | 519,448 CHF | 534,448 CHF | 100.00% | 100.00% |
| 12/04/2024 | 2.69% | 0.19 CHF | 0.20 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 550,737 CHF | 565,737 CHF | 100.00% | 100.00% |
| 11/04/2024 | 2.78% | 0.18 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 2,999,790 | 2,999,800 | 532,449 CHF | 547,451 CHF | 100.00% | 100.00% |
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