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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 17/10/2024 | 2.13% | 1.60 CHF | 1.64 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 8,047 CHF | 8,220 CHF | 96.43% | 96.43% |
| 16/10/2024 | 2.21% | 1.54 CHF | 1.57 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,728 CHF | 7,901 CHF | 99.24% | 99.24% |
| 15/10/2024 | 1.60% | 1.40 CHF | 1.42 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 56,935 CHF | 14,464 CHF | 100.00% | 100.00% |
| 14/10/2024 | 1.80% | 1.41 CHF | 1.44 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 56,302 CHF | 14,331 CHF | 100.00% | 100.00% |
| 11/10/2024 | 1.65% | 1.46 CHF | 1.49 CHF | 40,000 | 10,000 | 40,000 | 9,976 | 57,699 CHF | 14,630 CHF | 99.63% | 99.63% |
| 10/10/2024 | 1.73% | 1.45 CHF | 1.47 CHF | 40,000 | 10,000 | 40,000 | 9,948 | 58,011 CHF | 14,679 CHF | 99.47% | 99.47% |
| 09/10/2024 | 1.61% | 1.44 CHF | 1.46 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 56,806 CHF | 14,431 CHF | 100.00% | 100.00% |
| 08/10/2024 | 1.78% | 1.41 CHF | 1.44 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 56,156 CHF | 14,291 CHF | 100.00% | 100.00% |
| 07/10/2024 | 1.77% | 1.34 CHF | 1.36 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 51,119 CHF | 26,016 CHF | 100.00% | 100.00% |
| 04/10/2024 | 1.84% | 1.29 CHF | 1.31 CHF | 40,000 | 20,000 | 40,939 | 20,000 | 52,189 CHF | 25,988 CHF | 89.37% | 89.37% |
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