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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 | 0.99% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,420 CHF | 96,365 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.14% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,685 CHF | 84,642 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,922 CHF | 97,921 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.44% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 71,543 CHF | 72,464 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 1.32 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,080 CHF | 99,009 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.13% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 94,903 CHF | 95,978 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.08% | 1.31 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,757 CHF | 102,861 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.97% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 107,652 CHF | 108,680 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 1.46 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,656 CHF | 109,731 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 112,362 CHF | 113,461 CHF | 98.73% | 98.73% |
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