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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 | 0.99% | 0.99 CHF | 1.00 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 70,481 CHF | 71,181 CHF | 99.48% | 99.48% |
| 19/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 70,000 | 70,000 | 70,658 | 70,658 | 69,658 CHF | 70,364 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 71,398 CHF | 72,098 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 70,593 CHF | 71,293 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 70,000 | 70,000 | 73,271 | 73,271 | 70,100 CHF | 70,833 CHF | 98.62% | 98.62% |
| 13/11/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 69,678 CHF | 70,406 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 70,734 CHF | 71,434 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 72,694 CHF | 73,394 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 70,880 CHF | 71,580 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 74,076 CHF | 74,776 CHF | 100.00% | 100.00% |
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