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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 | 1.14% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,407 CHF | 89,420 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.32% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,738 CHF | 77,756 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.16% | 1.14 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,926 CHF | 90,977 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.53% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 66,504 CHF | 67,447 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.08% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,087 CHF | 92,080 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.10% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 88,051 CHF | 89,022 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.00% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,800 CHF | 95,757 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.05% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 100,825 CHF | 101,875 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.01% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,687 CHF | 102,723 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.01% | 1.42 CHF | 1.44 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 105,497 CHF | 106,550 CHF | 98.73% | 98.73% |
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