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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 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,116 CHF | 101,116 CHF | 98.22% | 98.22% |
| 24/09/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,038 CHF | 101,038 CHF | 96.28% | 96.28% |
| 23/09/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,893 CHF | 100,898 CHF | 98.54% | 98.54% |
| 20/09/2024 | 1.00% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,954 CHF | 100,963 CHF | 98.41% | 98.41% |
| 19/09/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,055 CHF | 101,055 CHF | 99.32% | 99.32% |
| 18/09/2024 | 0.98% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,906 CHF | 100,888 CHF | 98.47% | 98.47% |
| 12/09/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,813 CHF | 100,815 CHF | 83.28% | 83.28% |
| 11/09/2024 | 0.99% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,710 CHF | 100,704 CHF | 97.18% | 97.18% |
| 10/09/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,799 CHF | 100,802 CHF | 90.79% | 90.79% |
| 09/09/2024 | 1.00% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,796 CHF | 100,799 CHF | 94.68% | 94.68% |
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