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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 | 0.91% | 1.06 CHF | 1.07 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 43,668 CHF | 44,068 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 43,797 CHF | 44,197 CHF | 99.78% | 99.78% |
| 18/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 42,862 CHF | 43,262 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,630 CHF | 42,030 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 42,077 CHF | 42,477 CHF | 99.66% | 99.66% |
| 13/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,678 CHF | 42,078 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 40,000 | 40,000 | 39,996 | 40,000 | 44,297 CHF | 44,702 CHF | 99.83% | 99.83% |
| 11/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 46,883 CHF | 47,283 CHF | 99.82% | 99.82% |
| 08/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 47,091 CHF | 47,491 CHF | 99.88% | 99.88% |
| 07/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 47,868 CHF | 48,268 CHF | 99.91% | 99.91% |
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