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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% | 1.12 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,007 CHF | 86,116 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.35% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,563 CHF | 89,764 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.34% | 1.18 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,968 CHF | 91,185 CHF | 99.00% | 99.00% |
| 19/11/2024 | 1.18% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,653 CHF | 89,705 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.20% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,847 CHF | 86,880 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.24% | 1.09 CHF | 1.11 CHF | 75,000 | 75,000 | 54,325 | 54,325 | 60,385 CHF | 61,668 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.49% | 1.13 CHF | 1.16 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 43,226 CHF | 44,317 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.43% | 1.15 CHF | 1.18 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 42,500 CHF | 43,541 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.25% | 1.18 CHF | 1.21 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 42,630 CHF | 43,600 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.44% | 1.04 CHF | 1.07 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 39,703 CHF | 40,684 CHF | 100.00% | 100.00% |
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