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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,865 CHF | 58,615 CHF | 97.97% | 97.97% |
| 22/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,529 CHF | 59,279 CHF | 99.37% | 99.37% |
| 20/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,586 CHF | 56,336 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,996 CHF | 57,746 CHF | 97.40% | 97.40% |
| 18/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,045 CHF | 55,795 CHF | 99.27% | 99.27% |
| 15/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,269 CHF | 56,019 CHF | 99.39% | 99.39% |
| 14/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,787 CHF | 56,537 CHF | 99.35% | 99.35% |
| 13/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,348 CHF | 59,098 CHF | 99.39% | 99.39% |
| 12/11/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,954 CHF | 58,704 CHF | 99.03% | 99.03% |
| 11/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 50,825 CHF | 51,575 CHF | 99.29% | 99.29% |
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