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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 | 1.10% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,103 CHF | 68,853 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 73,378 | 73,378 | 65,007 CHF | 65,740 CHF | 99.26% | 99.26% |
| 18/11/2024 | 0.81% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,280 CHF | 61,780 CHF | 99.32% | 99.32% |
| 15/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,244 CHF | 67,744 CHF | 99.39% | 99.39% |
| 14/11/2024 | 0.67% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,515 | 50,515 | 75,677 CHF | 76,182 CHF | 99.36% | 99.36% |
| 13/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 69,511 | 69,511 | 66,205 CHF | 66,900 CHF | 99.39% | 99.39% |
| 12/11/2024 | 0.90% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,264 | 50,264 | 55,740 CHF | 56,243 CHF | 99.06% | 99.06% |
| 11/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,580 CHF | 66,080 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.81% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,313 CHF | 61,813 CHF | 99.38% | 99.38% |
| 07/11/2024 | 0.76% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,332 CHF | 65,832 CHF | 99.25% | 99.25% |
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