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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,518 CHF | 67,268 CHF | 99.38% | 99.38% |
| 12/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,122 CHF | 62,872 CHF | 99.08% | 99.08% |
| 11/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,682 CHF | 62,432 CHF | 99.27% | 99.27% |
| 08/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,165 | 75,165 | 58,676 CHF | 59,427 CHF | 99.39% | 99.39% |
| 07/11/2024 | 1.66% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 98,691 | 98,691 | 58,971 CHF | 59,958 CHF | 99.26% | 99.26% |
| 06/11/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,039 CHF | 55,789 CHF | 99.35% | 99.35% |
| 05/11/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,504 CHF | 59,254 CHF | 99.38% | 99.38% |
| 04/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,203 CHF | 60,953 CHF | 99.18% | 99.18% |
| 01/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,715 CHF | 60,465 CHF | 97.83% | 97.83% |
| 31/10/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,460 CHF | 58,210 CHF | 99.38% | 99.38% |
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