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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 | 1.49% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,406 CHF | 50,819 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,858 CHF | 50,304 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,485 CHF | 50,892 CHF | 99.77% | 99.77% |
| 15/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,065 CHF | 51,436 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,983 | 75,000 | 55,705 CHF | 52,986 CHF | 95.91% | 95.91% |
| 13/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,031 CHF | 56,781 CHF | 94.30% | 94.30% |
| 12/11/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 77,487 | 75,000 | 55,520 CHF | 54,509 CHF | 98.70% | 98.70% |
| 11/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,685 CHF | 52,018 CHF | 95.92% | 95.92% |
| 08/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,003 CHF | 51,378 CHF | 84.64% | 84.64% |
| 07/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,194 CHF | 49,682 CHF | 100.00% | 100.00% |
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