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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 | 0.92% | 1.07 CHF | 1.08 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 75,975 CHF | 76,675 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 70,000 | 70,000 | 70,659 | 70,659 | 75,335 CHF | 76,042 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 77,034 CHF | 77,734 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 76,130 CHF | 76,830 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 70,000 | 70,000 | 73,269 | 73,269 | 76,014 CHF | 76,747 CHF | 98.50% | 98.50% |
| 13/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 75,587 CHF | 76,315 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 76,383 CHF | 77,083 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 78,232 CHF | 78,932 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 76,528 CHF | 77,228 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 79,620 CHF | 80,320 CHF | 100.00% | 100.00% |
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