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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 | 6.40% | 0.15 CHF | 0.16 CHF | 284,500 | 50,000 | 292,411 | 50,000 | 44,232 CHF | 8,066 CHF | 95.35% | 95.35% |
| 24/09/2024 | 6.52% | 0.14 CHF | 0.15 CHF | 318,517 | 50,000 | 294,024 | 50,000 | 43,732 CHF | 7,950 CHF | 100.00% | 100.00% |
| 23/09/2024 | 7.18% | 0.14 CHF | 0.15 CHF | 318,147 | 50,000 | 319,338 | 50,000 | 42,926 CHF | 7,221 CHF | 100.00% | 100.00% |
| 20/09/2024 | 7.19% | 0.14 CHF | 0.15 CHF | 318,420 | 50,000 | 318,822 | 50,000 | 42,807 CHF | 7,214 CHF | 90.17% | 90.17% |
| 19/09/2024 | 7.68% | 0.13 CHF | 0.14 CHF | 317,557 | 75,000 | 339,473 | 75,000 | 42,606 CHF | 10,188 CHF | 99.39% | 99.39% |
| 18/09/2024 | 9.82% | 0.10 CHF | 0.11 CHF | 411,954 | 75,000 | 407,059 | 75,000 | 39,504 CHF | 8,029 CHF | 99.20% | 99.20% |
| 12/09/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 499,146 | 75,000 | 465,825 | 75,000 | 37,174 CHF | 6,737 CHF | 97.95% | 97.95% |
| 11/09/2024 | 12.29% | 0.07 CHF | 0.08 CHF | 497,512 | 75,000 | 495,766 | 75,000 | 37,989 CHF | 6,497 CHF | 98.75% | 98.75% |
| 10/09/2024 | 12.47% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 497,446 | 75,000 | 37,575 CHF | 6,413 CHF | 100.00% | 100.00% |
| 09/09/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 498,395 | 75,000 | 499,807 | 75,000 | 34,983 CHF | 5,999 CHF | 100.00% | 100.00% |
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