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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 | 0.87% | 1.50 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,994 CHF | 117,012 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 1.42 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,309 CHF | 105,309 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 1.51 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,490 CHF | 118,583 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.23% | 1.61 CHF | 1.63 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 86,437 CHF | 87,418 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,703 CHF | 119,688 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.89% | 1.57 CHF | 1.59 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 115,373 CHF | 116,403 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.79% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,407 CHF | 123,378 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 1.74 CHF | 1.76 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 127,722 CHF | 128,771 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,282 CHF | 130,327 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 1.79 CHF | 1.81 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 132,646 CHF | 133,690 CHF | 98.73% | 98.73% |
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