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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 | 0.89% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,305 CHF | 85,055 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,273 CHF | 87,054 CHF | 99.40% | 99.40% |
| 18/11/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,292 CHF | 86,116 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.03% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,105 CHF | 81,945 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,132 CHF | 81,953 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.06% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 76,382 CHF | 77,194 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.11% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,039 CHF | 74,864 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.19% | 0.95 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,186 CHF | 71,030 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.18% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,462 CHF | 69,271 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.48% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 74,796 | 72,407 | 61,228 CHF | 60,303 CHF | 99.13% | 99.13% |
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