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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 | 1.22% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,990 CHF | 61,740 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,566 CHF | 61,316 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,596 CHF | 61,346 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.39% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 51,556 CHF | 52,238 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,554 CHF | 65,304 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 74,911 | 74,376 | 57,195 CHF | 57,532 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,442 CHF | 60,192 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,982 CHF | 64,732 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,368 CHF | 66,118 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 74,222 | 72,406 | 69,228 CHF | 68,394 CHF | 99.06% | 99.06% |
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