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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 | 0.80% | 125.55 % | 126.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 316,363 CHF | 318,904 CHF | 100.00% | 100.00% |
| 29/10/2024 | 0.80% | 127.55 % | 128.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 320,328 CHF | 322,899 CHF | 99.56% | 99.56% |
| 28/10/2024 | 0.80% | 127.29 % | 128.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 316,825 CHF | 319,371 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.80% | 126.31 % | 127.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 316,742 CHF | 319,290 CHF | 100.00% | 100.00% |
| 24/10/2024 | 0.80% | 127.03 % | 128.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 317,076 CHF | 319,626 CHF | 100.00% | 100.00% |
| 23/10/2024 | 0.80% | 126.10 % | 127.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 315,931 CHF | 318,465 CHF | 100.00% | 100.00% |
| 22/10/2024 | 0.80% | 126.65 % | 127.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 316,497 CHF | 319,039 CHF | 100.00% | 100.00% |
| 21/10/2024 | 0.80% | 127.91 % | 128.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 321,143 CHF | 323,724 CHF | 97.76% | 97.76% |
| 18/10/2024 | 0.80% | 129.25 % | 130.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 322,574 CHF | 325,170 CHF | 100.00% | 100.00% |
| 17/10/2024 | 0.80% | 128.92 % | 129.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 322,489 CHF | 325,082 CHF | 100.00% | 100.00% |
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