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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 23/04/2024 | 1.03% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,950 CHF | 145,436 CHF | 96.51% | 96.51% |
| 22/04/2024 | 1.14% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 98,011 | 98,011 | 128,829 CHF | 130,284 CHF | 99.52% | 99.52% |
| 19/04/2024 | 1.24% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,436 CHF | 119,913 CHF | 99.08% | 99.08% |
| 18/04/2024 | 1.18% | 1.24 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,271 CHF | 123,727 CHF | 98.30% | 98.30% |
| 17/04/2024 | 1.48% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 72,760 | 72,760 | 95,522 CHF | 96,838 CHF | 97.59% | 97.59% |
| 16/04/2024 | 1.75% | 1.28 CHF | 1.30 CHF | 37,500 | 37,500 | 48,609 | 48,609 | 64,576 CHF | 65,625 CHF | 85.15% | 85.15% |
| 15/04/2024 | 1.56% | 1.73 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,166 CHF | 131,200 CHF | 98.92% | 98.92% |
| 12/04/2024 | 1.61% | 1.56 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,434 CHF | 124,417 CHF | 99.02% | 99.02% |
| 11/04/2024 | 1.63% | 1.54 CHF | 1.57 CHF | 75,000 | 75,000 | 74,803 | 74,803 | 119,177 CHF | 121,138 CHF | 88.98% | 88.98% |
| 10/04/2024 | 1.58% | 1.69 CHF | 1.72 CHF | 75,000 | 75,000 | 74,594 | 74,594 | 121,773 CHF | 123,710 CHF | 97.39% | 97.39% |
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