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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 | 2.32% | 0.83 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,137 CHF | 64,615 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.36% | 0.84 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,889 CHF | 63,370 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.88% | 0.84 CHF | 0.86 CHF | 75,000 | 75,000 | 73,503 | 63,918 | 61,363 CHF | 54,831 CHF | 99.51% | 99.51% |
| 15/11/2024 | 2.30% | 0.86 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,027 CHF | 66,541 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.22% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,772 CHF | 68,272 CHF | 99.44% | 99.44% |
| 13/11/2024 | 2.30% | 0.88 CHF | 0.90 CHF | 75,000 | 75,000 | 74,727 | 74,358 | 65,021 CHF | 66,200 CHF | 96.60% | 96.60% |
| 12/11/2024 | 2.16% | 0.90 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,021 CHF | 70,530 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.07% | 0.95 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,899 CHF | 73,405 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.11% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,178 CHF | 72,699 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.21% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 74,221 | 72,402 | 71,620 CHF | 71,375 CHF | 99.06% | 99.06% |
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