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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 | 1.19% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,811 CHF | 63,561 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 54,922 CHF | 55,671 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,572 CHF | 60,322 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,317 CHF | 61,067 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,118 | 75,000 | 57,436 CHF | 58,103 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 74,146 | 53,679 CHF | 50,499 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.36% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 75,651 | 75,000 | 55,123 CHF | 55,418 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,618 CHF | 57,368 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,210 | 75,000 | 54,732 CHF | 55,332 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 74,981 | 72,406 | 56,913 CHF | 55,802 CHF | 99.12% | 99.12% |
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