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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 | 1.77% | 1.61 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,876 CHF | 123,039 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.23% | 1.53 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,314 CHF | 116,741 CHF | 92.79% | 92.79% |
| 18/11/2024 | 1.30% | 1.64 CHF | 1.66 CHF | 75,000 | 75,000 | 67,310 | 64,014 | 109,673 CHF | 105,602 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.16% | 1.65 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,227 CHF | 127,693 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.16% | 1.72 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,317 CHF | 125,770 CHF | 99.26% | 99.26% |
| 13/11/2024 | 1.26% | 1.60 CHF | 1.62 CHF | 75,000 | 75,000 | 74,293 | 74,106 | 115,101 CHF | 116,261 CHF | 96.42% | 96.42% |
| 12/11/2024 | 1.12% | 1.68 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,388 CHF | 131,862 CHF | 99.09% | 99.09% |
| 11/11/2024 | 1.06% | 1.79 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,304 CHF | 134,723 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.15% | 1.69 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,002 CHF | 128,466 CHF | 99.75% | 99.75% |
| 07/11/2024 | 1.15% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 72,990 | 72,708 | 126,556 CHF | 127,520 CHF | 98.60% | 98.60% |
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