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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 | 0.89% | 1.63 CHF | 1.64 CHF | 66,000 | 66,000 | 35,692 | 35,692 | 57,889 CHF | 58,315 CHF | 100.00% | 100.00% |
| 29/10/2024 | 0.89% | 1.61 CHF | 1.62 CHF | 66,000 | 66,000 | 35,804 | 35,804 | 57,475 CHF | 57,903 CHF | 99.67% | 99.67% |
| 28/10/2024 | 0.92% | 1.58 CHF | 1.59 CHF | 66,000 | 66,000 | 36,190 | 36,190 | 55,967 CHF | 56,398 CHF | 99.81% | 99.81% |
| 25/10/2024 | 0.95% | 1.55 CHF | 1.56 CHF | 67,000 | 67,000 | 29,859 | 29,859 | 48,089 CHF | 48,478 CHF | 99.93% | 99.93% |
| 24/10/2024 | 0.99% | 1.57 CHF | 1.58 CHF | 67,000 | 67,000 | 30,050 | 30,050 | 46,953 CHF | 47,343 CHF | 99.99% | 99.99% |
| 23/10/2024 | 1.00% | 1.54 CHF | 1.55 CHF | 67,000 | 67,000 | 30,073 | 30,073 | 46,676 CHF | 47,067 CHF | 100.00% | 100.00% |
| 22/10/2024 | 1.01% | 1.56 CHF | 1.57 CHF | 67,000 | 67,000 | 30,044 | 30,044 | 46,204 CHF | 46,594 CHF | 99.90% | 99.90% |
| 21/10/2024 | 0.94% | 1.58 CHF | 1.59 CHF | 67,000 | 67,000 | 29,823 | 29,823 | 48,491 CHF | 48,880 CHF | 100.00% | 100.00% |
| 18/10/2024 | 0.93% | 1.64 CHF | 1.65 CHF | 66,000 | 66,000 | 29,499 | 29,499 | 48,822 CHF | 49,206 CHF | 99.72% | 99.72% |
| 17/10/2024 | 0.93% | 1.68 CHF | 1.69 CHF | 65,000 | 65,000 | 29,381 | 29,381 | 49,114 CHF | 49,498 CHF | 100.00% | 100.00% |
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