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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 | 1.15% | 1.76 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,542 CHF | 136,100 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.18% | 1.72 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,822 CHF | 86,845 CHF | 99.99% | 99.99% |
| 18/11/2024 | 1.32% | 1.74 CHF | 1.76 CHF | 75,000 | 75,000 | 65,074 | 63,971 | 112,791 CHF | 112,255 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.24% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,253 CHF | 83,280 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.29% | 1.74 CHF | 1.77 CHF | 50,000 | 50,000 | 48,156 | 48,156 | 79,596 CHF | 80,613 CHF | 97.31% | 97.31% |
| 13/11/2024 | 1.18% | 1.75 CHF | 1.77 CHF | 75,000 | 75,000 | 74,184 | 74,123 | 129,809 CHF | 131,234 CHF | 98.65% | 98.65% |
| 12/11/2024 | 1.21% | 1.65 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,589 CHF | 86,630 CHF | 96.80% | 96.80% |
| 11/11/2024 | 1.15% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,770 CHF | 91,816 CHF | 99.56% | 99.56% |
| 08/11/2024 | 1.15% | 1.80 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,728 CHF | 90,770 CHF | 99.41% | 99.41% |
| 07/11/2024 | 1.17% | 1.84 CHF | 1.86 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 89,292 CHF | 90,311 CHF | 97.66% | 97.66% |
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