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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 | 0.63% | 1.56 CHF | 1.57 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 110,364 CHF | 111,064 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 70,000 | 70,000 | 70,661 | 70,661 | 109,884 CHF | 110,591 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 111,468 CHF | 112,168 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 110,646 CHF | 111,346 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 70,000 | 70,000 | 73,270 | 73,270 | 111,959 CHF | 112,691 CHF | 98.55% | 98.55% |
| 13/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 111,335 CHF | 112,063 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 110,740 CHF | 111,440 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 112,745 CHF | 113,445 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 110,995 CHF | 111,695 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 114,232 CHF | 114,932 CHF | 100.00% | 100.00% |
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