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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 | 1.21% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,448 CHF | 62,198 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.47% | 0.83 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,293 CHF | 64,227 CHF | 99.40% | 99.40% |
| 18/11/2024 | 1.36% | 0.82 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,351 CHF | 63,207 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.32% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,138 CHF | 58,912 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,175 CHF | 58,964 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.48% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 76,363 | 74,442 | 55,125 CHF | 54,560 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.67% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,450 CHF | 51,908 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.96% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 84,986 | 75,000 | 53,383 CHF | 48,105 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.91% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 88,882 | 75,000 | 53,961 CHF | 46,435 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.75% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 103,283 | 72,408 | 52,589 CHF | 38,229 CHF | 99.13% | 99.13% |
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