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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 | 1.03% | 0.91 CHF | 0.92 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 240,958 CHF | 73,037 CHF | 98.77% | 98.77% |
| 19/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 241,900 CHF | 73,320 CHF | 90.68% | 90.68% |
| 18/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 262,933 CHF | 79,630 CHF | 94.82% | 94.82% |
| 15/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 255,642 CHF | 77,443 CHF | 98.33% | 98.33% |
| 14/11/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 234,062 CHF | 70,969 CHF | 98.97% | 98.97% |
| 13/11/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 217,673 CHF | 66,052 CHF | 86.88% | 86.88% |
| 12/11/2024 | 1.00% | 0.92 CHF | 0.93 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 249,446 CHF | 75,584 CHF | 96.23% | 96.23% |
| 11/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 245,191 CHF | 74,307 CHF | 98.97% | 98.97% |
| 08/11/2024 | 1.02% | 0.94 CHF | 0.95 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 243,614 CHF | 73,834 CHF | 98.87% | 98.87% |
| 07/11/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 270,472 CHF | 81,892 CHF | 98.18% | 98.18% |
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