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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 30/10/2024 | 0.82% | 96.20 % | 97.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,515 CHF | 244,515 CHF | 99.73% | 99.73% |
| 29/10/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,053 CHF | 252,060 CHF | 99.75% | 99.75% |
| 28/10/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,505 CHF | 252,516 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,713 CHF | 250,713 CHF | 100.00% | 100.00% |
| 24/10/2024 | 0.80% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,506 CHF | 252,518 CHF | 100.00% | 100.00% |
| 23/10/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,592 CHF | 252,609 CHF | 100.00% | 100.00% |
| 22/10/2024 | 0.80% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,342 CHF | 251,342 CHF | 100.00% | 100.00% |
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