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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 | 0.96% | 82.50 % | 83.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,996 CHF | 208,996 CHF | 99.97% | 99.97% |
| 29/10/2024 | 0.96% | 83.20 % | 84.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,210 CHF | 210,210 CHF | 100.00% | 100.00% |
| 28/10/2024 | 0.95% | 83.90 % | 84.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,300 CHF | 212,300 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.95% | 83.20 % | 84.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,440 CHF | 211,440 CHF | 100.00% | 100.00% |
| 24/10/2024 | 0.93% | 85.00 % | 85.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,642 CHF | 216,642 CHF | 100.00% | 100.00% |
| 23/10/2024 | 0.91% | 87.30 % | 88.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,676 CHF | 219,676 CHF | 100.00% | 100.00% |
| 22/10/2024 | 0.91% | 88.20 % | 89.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,953 CHF | 221,953 CHF | 100.00% | 100.00% |
| 21/10/2024 | 0.91% | 87.30 % | 88.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,371 CHF | 221,371 CHF | 99.43% | 99.43% |
| 18/10/2024 | 0.91% | 87.60 % | 88.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,877 CHF | 220,877 CHF | 100.00% | 100.00% |
| 17/10/2024 | 0.93% | 85.50 % | 86.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,083 CHF | 216,083 CHF | 100.00% | 100.00% |
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