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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 | 1.18% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,069 CHF | 63,819 CHF | 98.62% | 98.62% |
| 19/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,955 CHF | 70,705 CHF | 99.03% | 99.03% |
| 18/11/2024 | 1.18% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 74,738 | 74,738 | 63,013 CHF | 63,760 CHF | 99.36% | 99.36% |
| 15/11/2024 | 1.57% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 94,847 | 94,847 | 59,785 CHF | 60,734 CHF | 99.28% | 99.28% |
| 14/11/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 119,779 | 119,781 | 57,671 CHF | 58,871 CHF | 98.47% | 98.47% |
| 13/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 111,837 | 111,837 | 51,541 CHF | 52,659 CHF | 99.31% | 99.31% |
| 12/11/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 27,225 CHF | 27,855 CHF | 99.08% | 99.08% |
| 11/11/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 63,000 | 63,000 | 63,733 | 63,700 | 26,321 CHF | 26,945 CHF | 99.22% | 99.22% |
| 08/11/2024 | 2.04% | 0.42 CHF | 0.43 CHF | 63,000 | 63,000 | 54,372 | 54,372 | 26,366 CHF | 26,910 CHF | 99.42% | 99.42% |
| 07/11/2024 | 1.70% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,164 CHF | 29,664 CHF | 98.73% | 98.73% |
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