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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 | 0.79% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,086 CHF | 126,083 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.92% | 1.54 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,389 CHF | 114,435 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 1.63 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,589 CHF | 127,672 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.10% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 93,080 CHF | 94,026 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,794 CHF | 128,723 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.80% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 124,440 CHF | 125,437 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.76% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,504 CHF | 132,507 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.78% | 1.86 CHF | 1.88 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 136,597 CHF | 137,641 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,379 CHF | 139,406 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.75% | 1.91 CHF | 1.93 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 141,565 CHF | 142,613 CHF | 98.73% | 98.73% |
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