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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 | 0.86% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,870 CHF | 87,620 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,437 CHF | 87,187 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,486 CHF | 87,236 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 72,711 CHF | 73,400 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,426 CHF | 91,176 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 74,557 | 74,376 | 82,608 CHF | 83,152 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,228 CHF | 85,978 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,861 CHF | 90,611 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,233 CHF | 91,983 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 94,204 CHF | 93,366 CHF | 99.06% | 99.06% |
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