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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 26/09/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 145,144 CHF | 145,894 CHF | 100.00% | 100.00% |
| 25/09/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,754 CHF | 142,504 CHF | 100.00% | 100.00% |
| 24/09/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,312 CHF | 145,062 CHF | 100.00% | 100.00% |
| 23/09/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,422 CHF | 141,172 CHF | 99.92% | 99.92% |
| 20/09/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,935 CHF | 139,685 CHF | 100.00% | 100.00% |
| 19/09/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 74,999 | 74,999 | 141,512 CHF | 142,262 CHF | 98.17% | 98.17% |
| 18/09/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,759 CHF | 144,509 CHF | 100.00% | 100.00% |
| 12/09/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,249 CHF | 141,999 CHF | 100.00% | 100.00% |
| 11/09/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 74,931 | 74,931 | 139,055 CHF | 139,805 CHF | 100.00% | 100.00% |
| 10/09/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,346 CHF | 140,096 CHF | 100.00% | 100.00% |
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