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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 | 3.00% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,830 CHF | 50,069 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.07% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 81,148 | 75,000 | 51,462 CHF | 49,062 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.72% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,020 | 63,928 | 51,417 CHF | 42,549 CHF | 99.60% | 99.60% |
| 15/11/2024 | 2.98% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,478 CHF | 51,651 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.87% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,967 CHF | 53,032 CHF | 99.44% | 99.44% |
| 13/11/2024 | 2.98% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 74,373 | 53,592 CHF | 51,322 CHF | 98.88% | 98.88% |
| 12/11/2024 | 2.81% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 77,721 | 75,000 | 55,410 CHF | 55,009 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.67% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,986 CHF | 57,504 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.71% | 0.73 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,372 CHF | 56,892 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.80% | 0.73 CHF | 0.75 CHF | 75,000 | 75,000 | 74,740 | 72,402 | 56,250 CHF | 55,988 CHF | 99.06% | 99.06% |
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