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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/09/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,007,550 CHF | 422,311 CHF | 94.56% | 94.56% |
| 12/09/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 994,845 CHF | 417,019 CHF | 90.73% | 90.73% |
| 11/09/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 952,944 CHF | 399,560 CHF | 93.72% | 93.72% |
| 10/09/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 944,702 CHF | 396,126 CHF | 91.53% | 91.53% |
| 09/09/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 950,260 CHF | 398,442 CHF | 91.72% | 91.72% |
| 06/09/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 964,353 CHF | 404,314 CHF | 95.50% | 95.50% |
| 05/09/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 982,153 CHF | 411,731 CHF | 95.06% | 95.06% |
| 04/09/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 951,434 CHF | 398,931 CHF | 95.74% | 95.74% |
| 03/09/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 926,291 CHF | 388,454 CHF | 93.81% | 93.81% |
| 30/08/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 928,137 CHF | 389,224 CHF | 94.41% | 94.41% |
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