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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 | 0.64% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,573 CHF | 144,494 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,823 CHF | 132,809 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 145,045 CHF | 146,089 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 1.98 CHF | 2.00 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 106,394 CHF | 107,334 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 1.96 CHF | 1.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,115 CHF | 147,203 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.72% | 1.94 CHF | 1.95 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 142,724 CHF | 143,754 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.71% | 1.95 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,835 CHF | 150,907 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.68% | 2.11 CHF | 2.12 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 154,588 CHF | 155,622 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.67% | 2.10 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,723 CHF | 157,782 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.68% | 2.16 CHF | 2.17 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 159,674 CHF | 160,756 CHF | 98.73% | 98.73% |
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