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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 | 1.38% | 1.00 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,917 CHF | 72,914 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.23% | 1.08 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,762 CHF | 84,795 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.43% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,760 CHF | 71,774 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.10% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 49,827 CHF | 50,795 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.47% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,781 CHF | 70,812 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.47% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 74,670 | 74,449 | 72,003 CHF | 72,850 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.52% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,372 CHF | 67,389 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.86% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 56,318 CHF | 57,353 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.78% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,769 CHF | 60,844 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.03% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 76,430 | 73,699 | 55,165 CHF | 54,280 CHF | 98.73% | 98.73% |
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