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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 02/05/2024 | 1.32% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 100,878 CHF | 101,906 CHF | 99.47% | 99.47% |
| 30/04/2024 | 1.20% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 95,984 | 95,984 | 103,120 CHF | 104,140 CHF | 98.41% | 98.41% |
| 29/04/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,252 CHF | 107,252 CHF | 99.93% | 99.93% |
| 26/04/2024 | 1.41% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 93,129 | 93,129 | 99,359 CHF | 100,394 CHF | 95.42% | 95.42% |
| 25/04/2024 | 1.90% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 85,745 | 85,745 | 92,311 CHF | 93,383 CHF | 95.41% | 95.41% |
| 24/04/2024 | 1.13% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 104,981 CHF | 105,996 CHF | 97.58% | 97.58% |
| 23/04/2024 | 1.42% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 93,327 | 93,327 | 98,650 CHF | 99,683 CHF | 96.02% | 96.02% |
| 22/04/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 99,710 | 99,710 | 105,282 CHF | 106,283 CHF | 99.99% | 99.99% |
| 19/04/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,748 CHF | 103,748 CHF | 99.82% | 99.82% |
| 18/04/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,740 CHF | 104,740 CHF | 99.40% | 99.40% |
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