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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 | 1.20% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,010 CHF | 62,760 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,688 CHF | 63,438 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,532 CHF | 64,282 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.02% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 57,935 | 50,000 | 56,614 CHF | 49,403 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,690 CHF | 79,440 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 57,479 | 49,703 | 56,552 CHF | 49,455 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,159 CHF | 53,659 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,194 CHF | 55,694 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,566 CHF | 53,066 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 78,023 CHF | 77,416 CHF | 99.13% | 99.13% |
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