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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/09/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 77,827 CHF | 82,827 CHF | 100.00% | 100.00% |
| 24/09/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 67,500 CHF | 72,000 CHF | 100.00% | 100.00% |
| 23/09/2024 | 5.79% | 0.16 CHF | 0.17 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 67,174 CHF | 71,174 CHF | 100.00% | 100.00% |
| 20/09/2024 | 5.97% | 0.17 CHF | 0.18 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 73,116 CHF | 77,616 CHF | 100.00% | 100.00% |
| 19/09/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 57,092 CHF | 60,592 CHF | 100.00% | 100.00% |
| 18/09/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 62,963 CHF | 66,463 CHF | 100.00% | 100.00% |
| 12/09/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 60,982 CHF | 64,482 CHF | 100.00% | 100.00% |
| 11/09/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 60,056 CHF | 63,556 CHF | 99.86% | 99.86% |
| 10/09/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 60,028 CHF | 63,528 CHF | 100.00% | 100.00% |
| 09/09/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 62,856 CHF | 66,356 CHF | 100.00% | 100.00% |
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