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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 | 1.38% | 0.71 CHF | 0.72 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 86,570 CHF | 87,770 CHF | 99.47% | 99.47% |
| 19/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 90,439 CHF | 91,639 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 88,368 CHF | 89,568 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 89,813 CHF | 91,013 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 91,421 CHF | 92,621 CHF | 98.65% | 98.65% |
| 13/11/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 90,773 CHF | 91,973 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 85,753 CHF | 86,953 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 83,980 CHF | 85,180 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 84,822 CHF | 86,022 CHF | 99.04% | 99.04% |
| 07/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 82,529 CHF | 83,729 CHF | 100.00% | 100.00% |
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