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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 | 1.05% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,220 CHF | 71,970 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,608 CHF | 68,358 CHF | 99.24% | 99.24% |
| 18/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,484 CHF | 67,234 CHF | 99.25% | 99.25% |
| 15/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,813 CHF | 68,563 CHF | 99.39% | 99.39% |
| 14/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 74,218 | 74,218 | 69,808 CHF | 70,550 CHF | 99.34% | 99.34% |
| 13/11/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,201 CHF | 55,951 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.19% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,829 CHF | 63,579 CHF | 99.07% | 99.07% |
| 11/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,132 CHF | 68,882 CHF | 99.26% | 99.26% |
| 08/11/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,181 CHF | 64,931 CHF | 99.39% | 99.39% |
| 07/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,368 CHF | 61,118 CHF | 99.30% | 99.30% |
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