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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 | 1.93% | 1.01 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,669 CHF | 78,159 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.95% | 1.02 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,251 CHF | 76,736 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.37% | 1.03 CHF | 1.05 CHF | 75,000 | 75,000 | 69,479 | 63,918 | 70,692 CHF | 66,472 CHF | 99.51% | 99.51% |
| 15/11/2024 | 2.39% | 1.05 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,503 CHF | 81,432 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.72% | 1.12 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,647 CHF | 83,897 CHF | 99.44% | 99.44% |
| 13/11/2024 | 2.81% | 1.07 CHF | 1.10 CHF | 75,000 | 75,000 | 74,555 | 74,373 | 79,218 CHF | 81,267 CHF | 98.88% | 98.88% |
| 12/11/2024 | 2.67% | 1.10 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,798 CHF | 86,067 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.57% | 1.15 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,049 CHF | 89,312 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.59% | 1.14 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,180 CHF | 88,443 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.65% | 1.14 CHF | 1.17 CHF | 75,000 | 75,000 | 73,701 | 72,402 | 86,176 CHF | 86,881 CHF | 99.06% | 99.06% |
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