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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 | 1.25% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,841 CHF | 60,591 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,111 | 75,000 | 57,519 CHF | 58,191 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,646 CHF | 64,396 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 74,909 | 74,909 | 65,490 CHF | 66,240 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.24% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,584 | 75,000 | 60,744 CHF | 61,086 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 78,968 | 74,435 | 55,021 CHF | 52,636 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.36% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 75,904 | 75,000 | 55,525 CHF | 55,667 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,302 CHF | 67,052 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.36% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 64,987 | 64,987 | 58,946 CHF | 59,689 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 73,704 | 72,409 | 90,562 CHF | 89,899 CHF | 99.23% | 99.23% |
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