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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 | 0.93% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,021 CHF | 80,771 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,522 CHF | 80,272 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,673 CHF | 80,423 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 67,114 CHF | 67,801 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,594 CHF | 84,344 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 74,557 | 74,376 | 75,833 CHF | 76,394 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,378 CHF | 79,128 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,055 CHF | 83,805 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,381 CHF | 85,131 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 87,497 CHF | 86,780 CHF | 99.06% | 99.06% |
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