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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/10/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 49,997 | 50,000 | 64,331 CHF | 64,835 CHF | 100.00% | 100.00% |
| 24/10/2024 | 0.77% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,449 CHF | 64,949 CHF | 97.11% | 97.11% |
| 23/10/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 55,085 | 55,088 | 56,978 CHF | 57,531 CHF | 99.55% | 99.55% |
| 22/10/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 79,698 | 79,698 | 54,252 CHF | 55,049 CHF | 98.40% | 98.40% |
| 21/10/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 80,638 | 80,639 | 54,880 CHF | 55,687 CHF | 99.01% | 99.01% |
| 18/10/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 89,677 | 89,672 | 59,407 CHF | 60,300 CHF | 100.00% | 100.00% |
| 17/10/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,798 CHF | 53,548 CHF | 99.76% | 99.76% |
| 16/10/2024 | 1.26% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,262 CHF | 60,012 CHF | 98.56% | 98.56% |
| 15/10/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,495 | 75,495 | 53,267 CHF | 54,022 CHF | 100.00% | 100.00% |
| 14/10/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,834 CHF | 54,584 CHF | 99.75% | 99.75% |
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