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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 | 1.45% | 1.28 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,468 CHF | 98,892 CHF | 99.00% | 99.00% |
| 19/11/2024 | 1.24% | 1.30 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,415 CHF | 97,620 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.27% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,532 CHF | 94,723 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.61% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 54,325 | 54,325 | 66,166 CHF | 67,111 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.94% | 1.24 CHF | 1.26 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 47,175 CHF | 48,101 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.16% | 1.25 CHF | 1.28 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 46,322 CHF | 47,325 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.07% | 1.28 CHF | 1.31 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 46,453 CHF | 47,424 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.10% | 1.15 CHF | 1.17 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 43,549 CHF | 44,475 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.58% | 1.19 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,607 CHF | 90,018 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.74% | 1.10 CHF | 1.12 CHF | 75,000 | 75,000 | 73,698 | 72,396 | 81,074 CHF | 81,009 CHF | 98.73% | 98.73% |
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