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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 | 0.92% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,840 CHF | 81,590 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,614 CHF | 75,364 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,887 CHF | 82,637 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,065 CHF | 86,815 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,162 CHF | 84,912 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.00% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 74,615 | 74,132 | 75,587 CHF | 75,857 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.83% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,413 CHF | 91,163 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,273 CHF | 94,023 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,062 CHF | 87,812 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 73,704 | 72,407 | 88,541 CHF | 87,781 CHF | 99.23% | 99.23% |
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