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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/08/2024 | 1.33% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 49,781 | 49,395 | 62,108 CHF | 62,438 CHF | 99.16% | 99.16% |
| 28/08/2024 | 1.53% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 46,565 | 46,565 | 55,113 CHF | 55,930 CHF | 99.98% | 99.98% |
| 27/08/2024 | 2.40% | 1.10 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,832 CHF | 26,459 CHF | 94.34% | 94.34% |
| 26/08/2024 | 1.66% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 51,961 | 50,000 | 52,148 CHF | 51,046 CHF | 100.00% | 100.00% |
| 23/08/2024 | 1.29% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,228 CHF | 57,971 CHF | 99.23% | 99.23% |
| 22/08/2024 | 1.34% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,655 CHF | 61,472 CHF | 98.28% | 98.28% |
| 21/08/2024 | 1.33% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,207 CHF | 60,001 CHF | 99.99% | 99.99% |
| 20/08/2024 | 1.40% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,643 CHF | 60,482 CHF | 100.00% | 100.00% |
| 19/08/2024 | 1.51% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 47,772 | 47,772 | 56,741 CHF | 57,582 CHF | 100.00% | 100.00% |
| 16/08/2024 | 1.38% | 1.21 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,584 CHF | 60,409 CHF | 100.00% | 100.00% |
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