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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 | 1.17% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,818 CHF | 64,568 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,023 CHF | 61,773 CHF | 99.99% | 99.99% |
| 20/11/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 76,144 | 75,000 | 55,792 CHF | 55,740 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 76,618 | 75,000 | 55,643 CHF | 55,264 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,557 | 75,000 | 54,991 CHF | 55,346 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.54% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 46,650 CHF | 47,332 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,035 | 75,000 | 58,579 CHF | 59,304 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 74,376 | 54,680 CHF | 51,582 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.39% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 78,072 | 75,000 | 55,611 CHF | 54,192 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,982 CHF | 58,732 CHF | 100.00% | 100.00% |
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