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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 | 0.85% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,345 CHF | 118,345 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,015 CHF | 87,765 CHF | 98.67% | 98.67% |
| 18/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,232 CHF | 86,982 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,683 CHF | 85,433 CHF | 99.39% | 99.39% |
| 14/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,456 CHF | 88,206 CHF | 99.35% | 99.35% |
| 13/11/2024 | 0.88% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,080 CHF | 85,830 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,815 CHF | 80,565 CHF | 99.10% | 99.10% |
| 11/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,489 CHF | 80,239 CHF | 99.30% | 99.30% |
| 08/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,750 CHF | 80,500 CHF | 99.38% | 99.38% |
| 07/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,458 CHF | 77,208 CHF | 99.27% | 99.27% |
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