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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 | 1.46% | 0.69 CHF | 0.70 CHF | 85,000 | 85,000 | 82,824 | 82,824 | 56,525 CHF | 57,353 CHF | 100.00% | 100.00% |
| 29/10/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 87,000 | 87,000 | 83,794 | 83,794 | 58,994 CHF | 59,832 CHF | 100.00% | 100.00% |
| 28/10/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 87,000 | 87,000 | 84,721 | 84,721 | 61,430 CHF | 62,277 CHF | 100.00% | 100.00% |
| 25/10/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 87,000 | 87,000 | 85,341 | 85,341 | 63,591 CHF | 64,445 CHF | 100.00% | 100.00% |
| 24/10/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 89,000 | 89,000 | 84,907 | 84,907 | 61,540 CHF | 62,389 CHF | 100.00% | 100.00% |
| 23/10/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 89,000 | 89,000 | 84,767 | 84,767 | 62,124 CHF | 62,972 CHF | 100.00% | 100.00% |
| 22/10/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 87,000 | 87,000 | 84,732 | 84,732 | 60,171 CHF | 61,018 CHF | 100.00% | 100.00% |
| 21/10/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 87,000 | 87,000 | 82,897 | 82,897 | 56,435 CHF | 57,264 CHF | 100.00% | 100.00% |
| 18/10/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 85,000 | 85,000 | 82,783 | 82,783 | 56,145 CHF | 56,973 CHF | 100.00% | 100.00% |
| 17/10/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 87,000 | 87,000 | 84,729 | 84,729 | 61,280 CHF | 62,127 CHF | 99.42% | 99.42% |
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