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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 | 0.95% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,341 CHF | 79,091 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 70,063 CHF | 70,813 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,133 CHF | 75,883 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,865 CHF | 76,615 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,889 CHF | 73,639 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 74,666 | 74,146 | 65,545 CHF | 65,829 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.06% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,271 CHF | 71,021 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,178 CHF | 72,928 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,031 CHF | 70,781 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 74,222 | 72,406 | 71,654 CHF | 70,710 CHF | 99.12% | 99.12% |
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