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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 | 0.46% | 2.31 CHF | 2.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,125 CHF | 34,282 CHF | 100.00% | 100.00% |
| 16/10/2024 | 0.47% | 2.43 CHF | 2.44 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 36,312 CHF | 36,484 CHF | 100.00% | 100.00% |
| 15/10/2024 | 0.42% | 2.65 CHF | 2.67 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 39,997 CHF | 40,165 CHF | 100.00% | 100.00% |
| 14/10/2024 | 0.43% | 2.55 CHF | 2.56 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 49,993 CHF | 50,208 CHF | 100.00% | 100.00% |
| 11/10/2024 | 0.50% | 2.41 CHF | 2.42 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 47,375 CHF | 47,614 CHF | 100.00% | 100.00% |
| 10/10/2024 | 0.53% | 2.35 CHF | 2.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 48,063 CHF | 48,316 CHF | 100.00% | 100.00% |
| 09/10/2024 | 0.52% | 2.40 CHF | 2.41 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 46,424 CHF | 46,664 CHF | 100.00% | 100.00% |
| 08/10/2024 | 0.53% | 2.31 CHF | 2.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 45,370 CHF | 45,613 CHF | 100.00% | 100.00% |
| 07/10/2024 | 0.52% | 2.38 CHF | 2.39 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 48,579 CHF | 48,833 CHF | 100.00% | 100.00% |
| 04/10/2024 | 0.54% | 2.51 CHF | 2.52 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 49,649 CHF | 49,918 CHF | 100.00% | 100.00% |
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