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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 | 1.16% | 0.81 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,358 CHF | 65,108 CHF | 14.13% | 100.00% |
| 19/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,628 CHF | 63,378 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,867 CHF | 66,617 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,333 CHF | 69,083 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,708 CHF | 69,458 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 74,667 | 74,155 | 66,509 CHF | 66,807 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,225 CHF | 69,975 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,755 CHF | 74,505 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,478 CHF | 74,228 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 73,699 | 72,397 | 77,103 CHF | 76,441 CHF | 98.73% | 98.73% |
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