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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 | 1.30% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,328 CHF | 58,078 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,010 | 75,000 | 56,838 CHF | 57,581 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,869 CHF | 57,619 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.47% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 48,543 CHF | 49,224 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,849 CHF | 61,599 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 77,762 | 74,376 | 55,538 CHF | 53,896 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.34% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 75,145 | 75,000 | 55,850 CHF | 56,497 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,266 CHF | 61,016 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,675 CHF | 62,425 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 74,741 | 72,406 | 65,978 CHF | 64,810 CHF | 99.06% | 99.06% |
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