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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 | 1.36% | 1.35 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,809 CHF | 107,263 CHF | 14.13% | 100.00% |
| 19/11/2024 | 1.36% | 1.36 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,876 CHF | 103,275 CHF | 99.99% | 99.99% |
| 18/11/2024 | 1.45% | 1.44 CHF | 1.46 CHF | 75,000 | 75,000 | 67,280 | 63,972 | 95,650 CHF | 92,161 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.31% | 1.41 CHF | 1.43 CHF | 75,000 | 75,000 | 74,909 | 74,909 | 108,085 CHF | 109,514 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.38% | 1.43 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,465 CHF | 104,903 CHF | 94.67% | 94.67% |
| 13/11/2024 | 1.46% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 74,473 | 74,473 | 96,166 CHF | 97,573 CHF | 99.25% | 99.25% |
| 12/11/2024 | 1.41% | 1.24 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,009 CHF | 100,411 CHF | 98.32% | 98.32% |
| 11/11/2024 | 1.28% | 1.44 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,940 CHF | 110,345 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.51% | 1.42 CHF | 1.44 CHF | 75,000 | 75,000 | 64,968 | 64,968 | 95,980 CHF | 97,370 CHF | 97.48% | 97.48% |
| 07/11/2024 | 1.14% | 1.75 CHF | 1.77 CHF | 75,000 | 75,000 | 73,108 | 72,309 | 128,490 CHF | 128,616 CHF | 95.57% | 95.57% |
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