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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 | 0.99% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,821 CHF | 101,821 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,484 CHF | 75,234 CHF | 99.31% | 99.31% |
| 18/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,853 CHF | 74,603 CHF | 99.29% | 99.29% |
| 15/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,162 CHF | 72,912 CHF | 99.39% | 99.39% |
| 14/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,060 CHF | 75,810 CHF | 99.35% | 99.35% |
| 13/11/2024 | 1.03% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,677 CHF | 73,427 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,336 CHF | 68,086 CHF | 99.09% | 99.09% |
| 11/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,103 CHF | 67,853 CHF | 99.30% | 99.30% |
| 08/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,308 CHF | 68,058 CHF | 99.39% | 99.39% |
| 07/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,000 CHF | 64,750 CHF | 99.30% | 99.30% |
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