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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 | 0.79% | 100.30 % | 101.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,370 CHF | 101,074 CHF | 99.74% | 99.74% |
| 29/10/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,368 CHF | 101,674 CHF | 100.00% | 100.00% |
| 28/10/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,811 CHF | 101,562 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,238 CHF | 101,248 CHF | 100.00% | 100.00% |
| 24/10/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,270 CHF | 101,054 CHF | 100.00% | 100.00% |
| 23/10/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,590 CHF | 100,718 CHF | 100.00% | 100.00% |
| 22/10/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,494 CHF | 100,499 CHF | 100.00% | 100.00% |
| 21/10/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,129 CHF | 100,426 CHF | 99.46% | 99.46% |
| 18/10/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,185 CHF | 100,237 CHF | 100.00% | 100.00% |
| 17/10/2024 | 1.01% | 97.80 % | 98.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 490,169 CHF | 99,034 CHF | 100.00% | 100.00% |
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