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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 | 0.67% | 103.62 % | 104.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,396 CHF | 156,446 CHF | 100.00% | 100.00% |
| 12/09/2024 | 0.70% | 99.48 % | 100.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,629 CHF | 150,679 CHF | 99.91% | 99.91% |
| 11/09/2024 | 0.70% | 99.69 % | 100.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,478 CHF | 150,528 CHF | 100.00% | 100.00% |
| 10/09/2024 | 0.70% | 99.74 % | 100.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,889 CHF | 150,939 CHF | 100.00% | 100.00% |
| 09/09/2024 | 0.70% | 99.97 % | 100.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,392 CHF | 151,442 CHF | 100.00% | 100.00% |
| 06/09/2024 | 0.69% | 100.27 % | 100.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,938 CHF | 151,988 CHF | 100.00% | 100.00% |
| 05/09/2024 | 0.69% | 101.00 % | 101.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,325 CHF | 152,375 CHF | 100.00% | 100.00% |
| 04/09/2024 | 0.69% | 100.69 % | 101.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,991 CHF | 152,041 CHF | 100.00% | 100.00% |
| 03/09/2024 | 0.69% | 101.22 % | 101.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,614 CHF | 152,664 CHF | 100.00% | 100.00% |
| 30/08/2024 | 0.69% | 101.66 % | 102.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,675 CHF | 153,725 CHF | 98.53% | 98.53% |
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