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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 | 1.11% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,177 CHF | 67,927 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,167 CHF | 69,940 CHF | 99.40% | 99.40% |
| 18/11/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,194 CHF | 68,994 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.26% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,984 CHF | 64,795 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,057 CHF | 64,846 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.36% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 74,888 | 74,442 | 59,844 CHF | 60,304 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.54% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,864 CHF | 57,746 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.57% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 78,184 | 75,000 | 55,281 CHF | 53,904 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.58% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 79,885 | 75,000 | 54,702 CHF | 52,177 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.10% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 89,990 | 72,407 | 52,864 CHF | 43,777 CHF | 99.13% | 99.13% |
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