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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 | 1.32% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,019 | 75,000 | 56,596 CHF | 57,333 CHF | 98.82% | 98.82% |
| 19/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 76,210 | 75,000 | 55,596 CHF | 55,496 CHF | 99.94% | 99.94% |
| 18/11/2024 | 1.68% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 77,675 | 69,764 | 55,558 CHF | 50,740 CHF | 98.08% | 98.08% |
| 15/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,686 | 75,000 | 55,052 CHF | 52,573 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 82,286 | 75,000 | 52,647 CHF | 48,793 CHF | 99.56% | 99.56% |
| 13/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,956 | 74,442 | 53,628 CHF | 45,131 CHF | 99.30% | 99.30% |
| 12/11/2024 | 1.67% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 90,415 | 75,000 | 53,628 CHF | 45,250 CHF | 99.35% | 99.35% |
| 11/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,893 CHF | 49,400 CHF | 95.09% | 95.09% |
| 08/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 89,910 | 75,000 | 52,797 CHF | 44,795 CHF | 99.79% | 99.79% |
| 07/11/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,763 | 73,692 | 52,674 CHF | 48,829 CHF | 96.70% | 96.70% |
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