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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 | 0.90% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,866 CHF | 83,616 CHF | 99.80% | 99.80% |
| 19/11/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,341 CHF | 64,091 CHF | 99.78% | 99.78% |
| 18/11/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,728 CHF | 66,478 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,865 CHF | 70,615 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,606 CHF | 74,356 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,297 CHF | 79,047 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.86% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,598 CHF | 87,348 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,968 CHF | 95,718 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,805 CHF | 84,555 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,010 CHF | 86,760 CHF | 99.68% | 99.68% |
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