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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 | 1.41% | 0.69 CHF | 0.70 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 49,170 CHF | 49,870 CHF | 99.44% | 99.44% |
| 19/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 70,000 | 70,000 | 70,658 | 70,658 | 48,237 CHF | 48,944 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 50,144 CHF | 50,844 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 49,202 CHF | 49,902 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 70,000 | 70,000 | 73,269 | 73,269 | 47,918 CHF | 48,651 CHF | 98.55% | 98.55% |
| 13/11/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 47,544 CHF | 48,272 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 49,497 CHF | 50,197 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 51,339 CHF | 52,039 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 49,590 CHF | 50,290 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 52,561 CHF | 53,261 CHF | 100.00% | 100.00% |
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