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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 | 2.56% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,249 CHF | 58,734 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.62% | 0.76 CHF | 0.78 CHF | 75,000 | 75,000 | 75,020 | 75,000 | 55,992 CHF | 57,465 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.17% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 73,893 | 63,928 | 56,047 CHF | 49,969 CHF | 99.60% | 99.60% |
| 15/11/2024 | 2.51% | 0.79 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,578 CHF | 61,093 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.42% | 0.85 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,366 CHF | 62,866 CHF | 99.44% | 99.44% |
| 13/11/2024 | 2.51% | 0.80 CHF | 0.82 CHF | 75,000 | 75,000 | 74,911 | 74,373 | 59,601 CHF | 60,673 CHF | 98.88% | 98.88% |
| 12/11/2024 | 2.36% | 0.83 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,418 CHF | 64,933 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.26% | 0.88 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,395 CHF | 67,909 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.29% | 0.87 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,616 CHF | 67,134 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.37% | 0.86 CHF | 0.88 CHF | 75,000 | 75,000 | 74,221 | 72,402 | 66,277 CHF | 66,157 CHF | 99.06% | 99.06% |
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