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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 | 1.00% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,522 CHF | 75,272 CHF | 98.82% | 98.82% |
| 19/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,377 CHF | 73,127 CHF | 99.94% | 99.94% |
| 18/11/2024 | 1.27% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 71,858 | 69,764 | 68,247 CHF | 67,063 CHF | 98.08% | 98.08% |
| 15/11/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,054 CHF | 69,804 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.16% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,452 CHF | 65,202 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 74,888 | 74,442 | 60,332 CHF | 60,725 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.24% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,176 CHF | 60,926 CHF | 99.36% | 99.36% |
| 11/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,106 CHF | 65,856 CHF | 95.09% | 95.09% |
| 08/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,580 CHF | 60,330 CHF | 99.79% | 99.79% |
| 07/11/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 74,215 | 73,692 | 64,721 CHF | 65,016 CHF | 96.70% | 96.70% |
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