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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 | 2.29% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,196 | 75,000 | 52,455 CHF | 50,201 CHF | 97.63% | 97.63% |
| 16/10/2024 | 2.24% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,151 CHF | 49,997 CHF | 99.28% | 99.28% |
| 15/10/2024 | 2.35% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,048 CHF | 50,913 CHF | 100.00% | 100.00% |
| 14/10/2024 | 2.17% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,832 CHF | 49,659 CHF | 100.00% | 100.00% |
| 11/10/2024 | 2.53% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 74,508 | 52,565 CHF | 50,210 CHF | 99.61% | 99.61% |
| 10/10/2024 | 2.31% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 73,423 | 51,601 CHF | 48,452 CHF | 99.31% | 99.31% |
| 09/10/2024 | 2.26% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,937 CHF | 49,802 CHF | 100.00% | 100.00% |
| 08/10/2024 | 2.50% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,319 CHF | 51,253 CHF | 100.00% | 100.00% |
| 07/10/2024 | 2.07% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 79,916 | 75,000 | 55,633 CHF | 53,304 CHF | 100.00% | 100.00% |
| 04/10/2024 | 2.05% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 77,801 | 75,000 | 55,279 CHF | 54,415 CHF | 87.68% | 87.68% |
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