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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/04/2024 | 1.62% | 1.11 CHF | 1.12 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 7,667 CHF | 7,792 CHF | 100.00% | 100.00% |
| 24/04/2024 | 1.74% | 1.08 CHF | 1.10 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 6,513 CHF | 6,627 CHF | 100.00% | 100.00% |
| 23/04/2024 | 1.72% | 1.13 CHF | 1.15 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 6,983 CHF | 7,105 CHF | 100.00% | 100.00% |
| 22/04/2024 | 1.87% | 1.23 CHF | 1.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,452 CHF | 6,573 CHF | 100.00% | 100.00% |
| 19/04/2024 | 1.62% | 1.36 CHF | 1.39 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,092 CHF | 7,208 CHF | 100.00% | 100.00% |
| 18/04/2024 | 1.62% | 1.38 CHF | 1.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,979 CHF | 7,093 CHF | 100.00% | 100.00% |
| 17/04/2024 | 1.64% | 1.35 CHF | 1.37 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,698 CHF | 6,809 CHF | 100.00% | 100.00% |
| 16/04/2024 | 1.96% | 1.35 CHF | 1.37 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,710 CHF | 6,843 CHF | 100.00% | 100.00% |
| 15/04/2024 | 1.99% | 1.27 CHF | 1.30 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 7,643 CHF | 7,797 CHF | 100.00% | 100.00% |
| 12/04/2024 | 2.04% | 1.21 CHF | 1.24 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 6,695 CHF | 6,833 CHF | 100.00% | 100.00% |
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