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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 | 0.76% | 2.21 CHF | 2.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,897 CHF | 161,123 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 2.16 CHF | 2.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 215,989 CHF | 217,532 CHF | 92.93% | 92.93% |
| 18/11/2024 | 0.73% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 203,106 CHF | 204,604 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.67% | 1.98 CHF | 1.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 193,625 CHF | 194,930 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,740 CHF | 179,031 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.76% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 99,146 | 99,146 | 167,588 CHF | 168,858 CHF | 99.39% | 99.39% |
| 12/11/2024 | 0.72% | 1.73 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,909 CHF | 172,141 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,051 CHF | 163,269 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,200 CHF | 170,373 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,791 CHF | 162,051 CHF | 59.34% | 59.34% |
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