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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 | 0.49% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,404 CHF | 109,937 CHF | 97.09% | 97.09% |
| 29/10/2024 | 0.54% | 2.20 CHF | 2.22 CHF | 50,000 | 50,000 | 49,237 | 49,237 | 110,445 CHF | 111,037 CHF | 100.00% | 100.00% |
| 28/10/2024 | 0.50% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,872 CHF | 120,469 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.45% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,721 CHF | 120,263 CHF | 99.12% | 99.12% |
| 24/10/2024 | 0.45% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 49,786 | 49,678 | 118,473 CHF | 118,748 CHF | 99.60% | 99.60% |
| 23/10/2024 | 0.47% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,627 CHF | 118,181 CHF | 100.00% | 100.00% |
| 22/10/2024 | 0.53% | 2.34 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,849 CHF | 117,465 CHF | 100.00% | 100.00% |
| 21/10/2024 | 0.53% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,755 CHF | 120,389 CHF | 100.00% | 100.00% |
| 18/10/2024 | 0.46% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,632 CHF | 120,189 CHF | 100.00% | 100.00% |
| 17/10/2024 | 0.43% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,734 CHF | 122,254 CHF | 97.36% | 97.36% |
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