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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 | 0.38% | 2.67 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,988 CHF | 133,488 CHF | 99.88% | 99.88% |
| 29/10/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,711 CHF | 140,211 CHF | 100.00% | 100.00% |
| 28/10/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,933 CHF | 138,433 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,600 CHF | 138,100 CHF | 100.00% | 100.00% |
| 24/10/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,817 CHF | 138,317 CHF | 100.00% | 100.00% |
| 23/10/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,431 CHF | 132,931 CHF | 100.00% | 100.00% |
| 22/10/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,968 CHF | 133,468 CHF | 98.43% | 98.43% |
| 21/10/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,689 CHF | 134,189 CHF | 100.00% | 100.00% |
| 18/10/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,628 CHF | 139,128 CHF | 100.00% | 100.00% |
| 17/10/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,386 CHF | 133,886 CHF | 100.00% | 100.00% |
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