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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 | 0.94% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,401 CHF | 80,151 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 71,084 CHF | 71,830 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,138 CHF | 76,888 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,817 CHF | 77,567 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,914 CHF | 74,664 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 74,666 | 74,146 | 66,527 CHF | 66,811 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.05% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,360 CHF | 72,110 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,245 CHF | 73,995 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,191 CHF | 71,941 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 74,222 | 72,406 | 72,701 CHF | 71,733 CHF | 99.12% | 99.12% |
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