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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 | 1.62% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,080 CHF | 63,094 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.43% | 0.95 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,876 CHF | 74,941 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.75% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,824 CHF | 61,893 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.40% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 42,670 CHF | 43,600 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.54% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,991 CHF | 60,920 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.76% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 74,688 | 74,449 | 62,133 CHF | 63,031 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.76% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,074 | 75,000 | 56,546 CHF | 57,496 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.05% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 78,946 | 73,099 | 50,380 CHF | 47,612 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.10% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,196 CHF | 50,927 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.49% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 73,699 | 53,010 CHF | 44,471 CHF | 98.73% | 98.73% |
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