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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 | 0.57% | 1.73 CHF | 1.74 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 69,919 CHF | 70,319 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.55% | 1.74 CHF | 1.75 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 71,956 CHF | 72,356 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.57% | 1.86 CHF | 1.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 69,823 CHF | 70,223 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 69,581 CHF | 69,981 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 71,848 CHF | 72,248 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.59% | 1.94 CHF | 1.95 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 67,836 CHF | 68,236 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.45% | 1.92 CHF | 1.93 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,093 CHF | 89,493 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 95,131 CHF | 95,531 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 90,478 CHF | 90,878 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 91,915 CHF | 92,315 CHF | 99.70% | 99.70% |
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