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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 | 1.13% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,881 CHF | 66,631 CHF | 94.79% | 94.79% |
| 19/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,957 CHF | 64,707 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.57% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 51,451 | 51,451 | 45,964 CHF | 46,635 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,654 CHF | 68,404 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,545 CHF | 66,295 CHF | 83.69% | 83.69% |
| 13/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 74,651 | 74,112 | 63,868 CHF | 64,156 CHF | 94.16% | 94.16% |
| 12/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,906 CHF | 64,656 CHF | 84.37% | 84.37% |
| 11/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,672 CHF | 71,422 CHF | 94.79% | 94.79% |
| 08/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,924 CHF | 67,674 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 74,175 | 72,251 | 65,649 CHF | 64,737 CHF | 93.52% | 93.52% |
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