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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 | 1.26% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,010 CHF | 59,760 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,688 CHF | 60,438 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,532 CHF | 61,282 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.06% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,283 CHF | 47,403 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,690 CHF | 76,440 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 49,703 | 56,689 CHF | 47,467 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 50,956 | 50,000 | 52,104 CHF | 51,659 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,194 CHF | 53,694 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,454 | 50,000 | 51,015 CHF | 51,066 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 74,131 | 72,406 | 75,499 CHF | 74,519 CHF | 99.12% | 99.12% |
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