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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 | 1.59% | 1.29 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,214 CHF | 31,714 CHF | 99.74% | 99.74% |
| 24/09/2024 | 1.08% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 46,326 | 46,326 | 49,089 CHF | 49,588 CHF | 100.00% | 100.00% |
| 23/09/2024 | 1.88% | 1.03 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,688 CHF | 26,175 CHF | 100.00% | 100.00% |
| 20/09/2024 | 1.78% | 1.00 CHF | 1.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,112 CHF | 25,562 CHF | 87.60% | 87.60% |
| 19/09/2024 | 1.79% | 1.02 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,040 CHF | 26,511 CHF | 99.42% | 99.42% |
| 18/09/2024 | 1.92% | 1.03 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,748 CHF | 26,248 CHF | 96.59% | 96.59% |
| 12/09/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,144 CHF | 51,644 CHF | 96.07% | 96.07% |
| 11/09/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 53,844 | 50,000 | 53,884 CHF | 50,599 CHF | 99.03% | 99.03% |
| 10/09/2024 | 1.13% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 46,397 | 45,412 | 47,381 CHF | 46,900 CHF | 100.00% | 100.00% |
| 09/09/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,189 | 50,000 | 50,641 CHF | 50,955 CHF | 100.00% | 100.00% |
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