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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 | 1.12% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,847 CHF | 74,677 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,917 CHF | 76,667 CHF | 99.40% | 99.40% |
| 18/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,944 CHF | 75,694 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.14% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,734 CHF | 71,545 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.20% | 0.93 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,703 CHF | 71,557 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.23% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 74,665 | 74,442 | 66,389 CHF | 67,004 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,614 CHF | 64,389 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.45% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,780 CHF | 60,654 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.55% | 0.80 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,021 CHF | 58,927 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.93% | 0.72 CHF | 0.74 CHF | 75,000 | 75,000 | 79,901 | 72,407 | 54,157 CHF | 50,294 CHF | 99.13% | 99.13% |
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