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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 | 1.77% | 1.62 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,825 CHF | 128,075 CHF | 98.82% | 98.82% |
| 19/11/2024 | 1.21% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,102 CHF | 124,602 CHF | 99.84% | 99.84% |
| 18/11/2024 | 1.34% | 1.67 CHF | 1.69 CHF | 75,000 | 75,000 | 70,274 | 70,274 | 114,345 CHF | 115,845 CHF | 95.61% | 95.61% |
| 15/11/2024 | 1.25% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,014 CHF | 120,514 CHF | 99.17% | 99.17% |
| 14/11/2024 | 1.33% | 1.56 CHF | 1.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,021 CHF | 113,521 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.42% | 1.42 CHF | 1.44 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 104,861 CHF | 106,358 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.42% | 1.32 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,039 CHF | 106,539 CHF | 99.36% | 99.36% |
| 11/11/2024 | 1.33% | 1.51 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,315 CHF | 113,815 CHF | 93.97% | 93.97% |
| 08/11/2024 | 1.44% | 1.37 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,705 CHF | 105,205 CHF | 99.79% | 99.79% |
| 07/11/2024 | 1.36% | 1.48 CHF | 1.50 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 110,738 CHF | 112,238 CHF | 96.70% | 96.70% |
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