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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 | 0.77% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,000 CHF | 103,800 CHF | 85.33% | 85.33% |
| 25/09/2024 | 0.76% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,922 CHF | 103,702 CHF | 91.53% | 91.53% |
| 24/09/2024 | 0.74% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,736 CHF | 103,502 CHF | 84.99% | 84.99% |
| 23/09/2024 | 0.76% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,544 CHF | 103,324 CHF | 93.05% | 93.05% |
| 20/09/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 19/09/2024 | 1.26% | 102.50 % | 103.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,260 CHF | 51,908 CHF | 99.35% | 99.35% |
| 18/09/2024 | 1.24% | 102.50 % | 103.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,264 CHF | 51,904 CHF | 94.52% | 94.52% |
| 12/09/2024 | 0.77% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,010 CHF | 103,803 CHF | 97.95% | 97.95% |
| 11/09/2024 | 0.75% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,853 CHF | 103,627 CHF | 92.66% | 92.66% |
| 10/09/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
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