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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 55,593 CHF | 56,143 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 59,507 CHF | 60,057 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 63,866 CHF | 64,416 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 63,684 CHF | 64,234 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 1.14 CHF | 1.15 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 52,683 CHF | 53,233 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 38,509 CHF | 39,059 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 40,690 CHF | 41,240 CHF | 99.95% | 99.95% |
| 12/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 37,324 CHF | 37,874 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 39,149 CHF | 39,699 CHF | 99.66% | 99.66% |
| 08/11/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 43,883 CHF | 44,433 CHF | 100.00% | 100.00% |
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