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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 | 1.26% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,263 CHF | 60,013 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,988 CHF | 58,738 CHF | 99.92% | 99.92% |
| 18/11/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 74,262 | 71,308 | 59,213 CHF | 57,597 CHF | 91.45% | 91.45% |
| 15/11/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,206 CHF | 64,015 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,603 CHF | 62,353 CHF | 96.08% | 96.08% |
| 13/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 74,870 | 74,351 | 58,022 CHF | 58,359 CHF | 84.33% | 84.33% |
| 12/11/2024 | 1.50% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,064 CHF | 65,032 CHF | 88.09% | 88.09% |
| 11/11/2024 | 1.61% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 72,496 | 72,496 | 61,408 CHF | 62,372 CHF | 74.49% | 74.49% |
| 08/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,232 CHF | 59,982 CHF | 99.37% | 99.37% |
| 07/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 74,740 | 73,698 | 60,944 CHF | 60,883 CHF | 98.73% | 98.73% |
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