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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 | 0.79% | 1.24 CHF | 1.25 CHF | 96,000 | 96,000 | 95,307 | 95,307 | 120,381 CHF | 121,334 CHF | 100.00% | 100.00% |
| 25/09/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 118,937 CHF | 119,897 CHF | 99.43% | 99.43% |
| 24/09/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 115,784 CHF | 116,744 CHF | 99.46% | 99.46% |
| 23/09/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 96,000 | 96,000 | 96,014 | 96,014 | 116,191 CHF | 117,152 CHF | 100.00% | 100.00% |
| 20/09/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 98,000 | 98,000 | 96,270 | 96,270 | 114,465 CHF | 115,427 CHF | 100.00% | 100.00% |
| 19/09/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 116,250 CHF | 117,210 CHF | 97.77% | 97.77% |
| 18/09/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 98,000 | 98,000 | 97,878 | 97,878 | 112,088 CHF | 113,067 CHF | 100.00% | 100.00% |
| 12/09/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 94,000 | 94,000 | 95,197 | 95,197 | 120,676 CHF | 121,628 CHF | 100.00% | 100.00% |
| 11/09/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 96,000 | 96,000 | 96,250 | 96,250 | 115,278 CHF | 116,241 CHF | 100.00% | 100.00% |
| 10/09/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 96,000 | 96,000 | 97,392 | 97,392 | 114,647 CHF | 115,621 CHF | 100.00% | 100.00% |
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