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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 | 1.11% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,347 CHF | 68,097 CHF | 99.39% | 99.39% |
| 19/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,892 CHF | 65,642 CHF | 99.26% | 99.26% |
| 18/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,841 CHF | 69,591 CHF | 99.28% | 99.28% |
| 15/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,632 CHF | 69,382 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,769 CHF | 66,519 CHF | 99.39% | 99.39% |
| 13/11/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,436 CHF | 68,186 CHF | 99.39% | 99.39% |
| 12/11/2024 | 1.11% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,334 CHF | 68,084 CHF | 99.08% | 99.08% |
| 11/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 62,273 | 62,273 | 61,850 CHF | 62,473 CHF | 99.21% | 99.21% |
| 08/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 74,952 | 74,952 | 71,256 CHF | 72,005 CHF | 99.39% | 99.39% |
| 07/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 61,911 | 61,911 | 61,789 CHF | 62,408 CHF | 99.22% | 99.22% |
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