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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 4.87% | 1.00 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,467 CHF | 80,284 CHF | 96.23% | 96.23% |
| 22/11/2024 | 4.59% | 1.11 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,531 CHF | 83,265 CHF | 100.00% | 100.00% |
| 20/11/2024 | 5.20% | 0.91 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,596 CHF | 73,310 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.21% | 0.93 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,630 CHF | 70,870 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.64% | 0.94 CHF | 0.97 CHF | 75,000 | 75,000 | 71,675 | 63,918 | 66,627 CHF | 61,518 CHF | 99.51% | 99.51% |
| 15/11/2024 | 3.03% | 0.97 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,824 CHF | 76,091 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.90% | 1.06 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,360 CHF | 78,610 CHF | 99.44% | 99.44% |
| 13/11/2024 | 3.03% | 1.00 CHF | 1.03 CHF | 75,000 | 75,000 | 74,638 | 74,155 | 73,636 CHF | 75,398 CHF | 73.34% | 73.34% |
| 12/11/2024 | 2.86% | 1.02 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,456 CHF | 80,730 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.72% | 1.09 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,269 CHF | 84,535 CHF | 100.00% | 100.00% |
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