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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/09/2024 | 1.75% | 1.78 CHF | 1.81 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 102,353 CHF | 104,138 CHF | 100.00% | 100.00% |
| 24/09/2024 | 1.82% | 1.68 CHF | 1.71 CHF | 60,000 | 60,000 | 59,438 | 59,438 | 97,948 CHF | 99,733 CHF | 100.00% | 100.00% |
| 23/09/2024 | 1.86% | 1.60 CHF | 1.63 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 96,065 CHF | 97,850 CHF | 100.00% | 100.00% |
| 20/09/2024 | 2.06% | 1.49 CHF | 1.52 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 86,747 CHF | 88,532 CHF | 100.00% | 100.00% |
| 19/09/2024 | 1.82% | 1.64 CHF | 1.67 CHF | 60,000 | 60,000 | 59,438 | 59,438 | 97,993 CHF | 99,778 CHF | 100.00% | 100.00% |
| 18/09/2024 | 1.91% | 1.57 CHF | 1.60 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 93,627 CHF | 95,412 CHF | 100.00% | 100.00% |
| 12/09/2024 | 1.94% | 1.55 CHF | 1.58 CHF | 60,000 | 60,000 | 59,436 | 59,431 | 92,134 CHF | 93,911 CHF | 100.00% | 100.00% |
| 11/09/2024 | 1.66% | 1.73 CHF | 1.76 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 107,710 CHF | 109,495 CHF | 100.00% | 100.00% |
| 10/09/2024 | 1.61% | 1.86 CHF | 1.89 CHF | 60,000 | 60,000 | 59,438 | 59,438 | 110,704 CHF | 112,489 CHF | 100.00% | 100.00% |
| 09/09/2024 | 1.68% | 1.83 CHF | 1.86 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 106,344 CHF | 108,129 CHF | 100.00% | 100.00% |
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