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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 | 1.21% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,083 CHF | 82,073 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.36% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,374 CHF | 70,323 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.24% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,583 CHF | 83,607 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.60% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 61,220 CHF | 62,100 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,723 CHF | 84,719 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.24% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 80,756 CHF | 81,758 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.23% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,420 CHF | 88,505 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.11% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 93,763 CHF | 94,791 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.13% | 1.27 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,406 CHF | 95,481 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.13% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 98,355 CHF | 99,458 CHF | 98.73% | 98.73% |
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