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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 | 0.89% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,901 CHF | 84,651 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 75,492 CHF | 76,237 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,638 CHF | 81,388 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,317 CHF | 82,067 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,414 CHF | 79,164 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 74,666 | 74,146 | 71,009 CHF | 71,259 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.98% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,860 CHF | 76,610 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,746 CHF | 78,496 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,691 CHF | 76,441 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 73,943 | 72,406 | 76,931 CHF | 76,134 CHF | 99.12% | 99.12% |
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