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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 | 1.61% | 1.19 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,377 CHF | 90,823 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.71% | 1.12 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,107 CHF | 85,557 CHF | 92.79% | 92.79% |
| 18/11/2024 | 1.74% | 1.21 CHF | 1.23 CHF | 75,000 | 75,000 | 69,486 | 63,972 | 83,513 CHF | 78,172 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.52% | 1.22 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,842 CHF | 95,276 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.54% | 1.29 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,089 CHF | 93,516 CHF | 99.26% | 99.26% |
| 13/11/2024 | 1.70% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 74,418 | 74,106 | 84,118 CHF | 85,203 CHF | 96.42% | 96.42% |
| 12/11/2024 | 1.50% | 1.24 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,517 CHF | 98,987 CHF | 99.09% | 99.09% |
| 11/11/2024 | 1.43% | 1.35 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,298 CHF | 101,744 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.51% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,510 CHF | 95,945 CHF | 99.75% | 99.75% |
| 07/11/2024 | 1.48% | 1.30 CHF | 1.32 CHF | 75,000 | 75,000 | 73,458 | 72,667 | 95,335 CHF | 95,731 CHF | 98.69% | 98.69% |
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