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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 | 1.33% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,240 CHF | 76,244 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.54% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,573 CHF | 64,559 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.22% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,795 CHF | 77,741 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.84% | 1.07 CHF | 1.09 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 56,951 CHF | 57,891 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.26% | 1.05 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,969 CHF | 78,953 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.37% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 74,642 | 74,449 | 75,165 CHF | 76,005 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.31% | 1.04 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,682 CHF | 82,754 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.18% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 88,068 CHF | 89,102 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.19% | 1.19 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,573 CHF | 89,629 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.16% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 92,683 CHF | 93,742 CHF | 98.73% | 98.73% |
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