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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 | 0.80% | 1.23 CHF | 1.24 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 87,337 CHF | 88,037 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 70,000 | 70,000 | 70,660 | 70,660 | 86,680 CHF | 87,386 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 88,308 CHF | 89,008 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 87,543 CHF | 88,243 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 70,000 | 70,000 | 73,270 | 73,270 | 87,820 CHF | 88,553 CHF | 98.58% | 98.58% |
| 13/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 87,330 CHF | 88,059 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 87,661 CHF | 88,361 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 89,492 CHF | 90,192 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 87,848 CHF | 88,548 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 90,971 CHF | 91,671 CHF | 100.00% | 100.00% |
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