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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 | 1.06% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,512 CHF | 92,490 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.18% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,809 CHF | 80,756 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.09% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,025 CHF | 94,045 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.47% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 68,738 CHF | 69,655 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,188 CHF | 95,115 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.13% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 91,079 CHF | 92,111 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.07% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,878 CHF | 98,932 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 103,898 CHF | 104,945 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 1.41 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,827 CHF | 105,881 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 108,594 CHF | 109,671 CHF | 98.73% | 98.73% |
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