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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 | 1.65% | 0.84 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,917 CHF | 60,914 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.43% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,762 CHF | 72,795 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.72% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,760 CHF | 59,774 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.53% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 54,349 | 54,333 | 41,144 CHF | 42,102 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.59% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,885 CHF | 58,812 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.76% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 74,890 | 74,449 | 60,236 CHF | 60,939 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.71% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 76,746 | 75,000 | 55,679 CHF | 55,389 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.34% | 0.61 CHF | 0.63 CHF | 90,000 | 75,000 | 85,787 | 73,099 | 52,348 CHF | 45,657 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.18% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 81,912 | 75,000 | 52,245 CHF | 48,923 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.60% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 93,380 | 73,699 | 52,443 CHF | 42,488 CHF | 98.73% | 98.73% |
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