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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 | 0.57% | 87.07 % | 87.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,185 CHF | 219,435 CHF | 100.00% | 100.00% |
| 29/10/2024 | 0.57% | 87.58 % | 88.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,298 CHF | 220,548 CHF | 100.00% | 100.00% |
| 28/10/2024 | 0.56% | 88.14 % | 88.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,911 CHF | 222,161 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.57% | 87.64 % | 88.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,356 CHF | 221,606 CHF | 100.00% | 100.00% |
| 24/10/2024 | 0.56% | 88.93 % | 89.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,942 CHF | 225,192 CHF | 95.72% | 95.72% |
| 23/10/2024 | 0.55% | 90.72 % | 91.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,570 CHF | 227,820 CHF | 100.00% | 100.00% |
| 22/10/2024 | 0.55% | 91.47 % | 91.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,112 CHF | 229,362 CHF | 95.46% | 95.46% |
| 21/10/2024 | 0.55% | 90.61 % | 91.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,539 CHF | 228,789 CHF | 99.02% | 99.02% |
| 18/10/2024 | 0.55% | 90.87 % | 91.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,248 CHF | 228,498 CHF | 100.00% | 100.00% |
| 17/10/2024 | 0.56% | 89.52 % | 90.02 % | 250,000 | 250,000 | 250,000 | 249,958 | 223,882 CHF | 225,094 CHF | 99.67% | 99.67% |
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