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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 | 1.31% | 0.72 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,832 CHF | 57,582 CHF | 14.13% | 100.00% |
| 19/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 76,823 | 75,000 | 55,195 CHF | 54,664 CHF | 99.96% | 99.96% |
| 18/11/2024 | 1.52% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 73,897 | 63,972 | 56,490 CHF | 49,517 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 74,909 | 74,909 | 58,388 CHF | 59,137 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 76,503 | 75,000 | 56,076 CHF | 55,788 CHF | 94.65% | 94.65% |
| 13/11/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 74,473 | 53,664 CHF | 50,707 CHF | 99.25% | 99.25% |
| 12/11/2024 | 1.44% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 79,697 | 75,000 | 54,894 CHF | 52,417 CHF | 98.32% | 98.32% |
| 11/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,814 CHF | 59,564 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.53% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 64,968 | 64,968 | 52,411 CHF | 53,152 CHF | 97.48% | 97.48% |
| 07/11/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 74,193 | 72,309 | 75,627 CHF | 74,613 CHF | 95.57% | 95.57% |
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