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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 | 0.56% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,090 CHF | 134,840 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,864 CHF | 128,614 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,137 CHF | 135,887 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,315 CHF | 140,065 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,353 CHF | 138,103 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 127,731 CHF | 128,373 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,663 CHF | 144,413 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,475 CHF | 147,225 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,312 CHF | 141,062 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.55% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 138,874 CHF | 139,128 CHF | 99.23% | 99.23% |
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