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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 | 1.11% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,330 CHF | 68,080 CHF | 99.97% | 99.97% |
| 19/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,425 CHF | 70,175 CHF | 99.81% | 99.81% |
| 18/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,099 CHF | 69,849 CHF | 99.91% | 99.91% |
| 15/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,301 CHF | 68,051 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,079 CHF | 65,829 CHF | 99.64% | 99.64% |
| 13/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,922 CHF | 64,672 CHF | 99.94% | 99.94% |
| 12/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,088 CHF | 63,838 CHF | 99.81% | 99.81% |
| 11/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,351 CHF | 61,101 CHF | 99.79% | 99.79% |
| 08/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,665 CHF | 61,415 CHF | 99.83% | 99.83% |
| 07/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,205 CHF | 58,955 CHF | 99.91% | 99.91% |
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