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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 | 1.29% | 1.51 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,264 CHF | 115,750 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.31% | 1.52 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,467 CHF | 113,944 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.31% | 1.53 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,688 CHF | 115,188 CHF | 99.51% | 99.51% |
| 15/11/2024 | 1.28% | 1.56 CHF | 1.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,838 CHF | 119,357 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.24% | 1.65 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,601 CHF | 122,101 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.28% | 1.59 CHF | 1.61 CHF | 75,000 | 75,000 | 74,482 | 74,373 | 117,523 CHF | 118,848 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.23% | 1.61 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,606 CHF | 124,128 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.20% | 1.68 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,341 CHF | 127,867 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.20% | 1.66 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,419 CHF | 126,930 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.25% | 1.66 CHF | 1.68 CHF | 75,000 | 75,000 | 72,662 | 72,402 | 123,187 CHF | 124,245 CHF | 99.06% | 99.06% |
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