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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 | 1.23% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,683 CHF | 61,433 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,751 CHF | 58,501 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,229 CHF | 58,979 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,043 CHF | 58,793 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,018 | 75,000 | 56,037 CHF | 56,775 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 76,332 | 74,138 | 55,729 CHF | 54,922 CHF | 98.35% | 98.35% |
| 12/11/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,071 CHF | 60,821 CHF | 99.90% | 99.90% |
| 11/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,820 CHF | 65,570 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,028 CHF | 64,778 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 74,461 | 72,408 | 65,841 CHF | 64,859 CHF | 99.13% | 99.13% |
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