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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% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,731 CHF | 67,905 CHF | 99.62% | 99.62% |
| 24/09/2024 | 2.33% | 1.17 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,389 CHF | 58,743 CHF | 99.99% | 99.99% |
| 23/09/2024 | 2.78% | 1.16 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,563 CHF | 59,187 CHF | 100.00% | 100.00% |
| 20/09/2024 | 2.44% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,257 CHF | 56,624 CHF | 90.11% | 90.11% |
| 19/09/2024 | 2.17% | 1.04 CHF | 1.07 CHF | 50,000 | 50,000 | 50,831 | 50,000 | 51,977 CHF | 52,282 CHF | 94.97% | 94.97% |
| 18/09/2024 | 2.05% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,205 CHF | 56,349 CHF | 84.78% | 84.78% |
| 12/09/2024 | 2.08% | 1.20 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,401 CHF | 60,654 CHF | 97.66% | 97.66% |
| 11/09/2024 | 2.02% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,316 CHF | 58,487 CHF | 98.72% | 98.72% |
| 10/09/2024 | 2.02% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,846 CHF | 56,987 CHF | 97.35% | 97.35% |
| 09/09/2024 | 1.96% | 1.09 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,877 CHF | 55,962 CHF | 87.67% | 87.67% |
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