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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,397 CHF | 67,897 CHF | 99.81% | 99.81% |
| 19/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,281 CHF | 67,781 CHF | 99.72% | 99.72% |
| 18/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,981 CHF | 67,481 CHF | 99.71% | 99.71% |
| 15/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,643 CHF | 67,143 CHF | 99.81% | 99.81% |
| 14/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,084 CHF | 67,584 CHF | 99.81% | 99.81% |
| 13/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,764 CHF | 67,264 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,645 CHF | 67,145 CHF | 99.51% | 99.51% |
| 11/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,862 CHF | 67,362 CHF | 99.72% | 99.72% |
| 08/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,471 CHF | 66,971 CHF | 99.81% | 99.81% |
| 07/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,240 CHF | 66,740 CHF | 95.69% | 95.69% |
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