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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 | 1.17% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,714 CHF | 64,464 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 55,711 CHF | 56,458 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,507 CHF | 61,257 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,159 CHF | 61,909 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,029 | 75,000 | 58,185 CHF | 58,914 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 74,146 | 54,608 CHF | 51,357 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.34% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 75,543 | 75,000 | 56,086 CHF | 56,452 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,576 CHF | 58,326 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,441 CHF | 56,191 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 74,858 | 72,406 | 57,634 CHF | 56,585 CHF | 99.12% | 99.12% |
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