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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 | 1.07% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,823 CHF | 86,744 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.32% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,073 CHF | 75,059 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.19% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,295 CHF | 88,339 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.55% | 1.21 CHF | 1.23 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 64,610 CHF | 65,500 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.11% | 1.19 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,469 CHF | 89,453 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.13% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 85,466 CHF | 86,429 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.16% | 1.18 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,182 CHF | 93,254 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 98,347 CHF | 99,336 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.06% | 1.33 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,073 CHF | 100,129 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.04% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 103,001 CHF | 104,060 CHF | 98.73% | 98.73% |
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