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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 | 0.72% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,961 CHF | 104,711 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 95,163 CHF | 95,910 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,698 CHF | 101,448 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,421 CHF | 102,171 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,457 CHF | 99,207 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 74,443 | 74,146 | 90,743 CHF | 91,122 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.78% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,788 CHF | 96,538 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,710 CHF | 98,460 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,642 CHF | 96,392 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 73,222 | 72,406 | 95,781 CHF | 95,479 CHF | 99.12% | 99.12% |
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