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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 | 1.11% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 107,833 CHF | 109,033 CHF | 99.47% | 99.47% |
| 19/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 103,729 CHF | 104,929 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 106,530 CHF | 107,730 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 105,618 CHF | 106,818 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 103,875 CHF | 105,075 CHF | 98.53% | 98.53% |
| 13/11/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 104,561 CHF | 105,761 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 109,433 CHF | 110,633 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 111,803 CHF | 113,003 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 111,388 CHF | 112,588 CHF | 99.04% | 99.04% |
| 07/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 114,569 CHF | 115,769 CHF | 100.00% | 100.00% |
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