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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 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,039 CHF | 58,789 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 63,487 CHF | 64,233 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,528 CHF | 62,278 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,794 CHF | 61,544 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,754 CHF | 64,504 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 74,666 | 74,146 | 70,568 CHF | 70,827 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,423 CHF | 67,173 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,519 CHF | 65,269 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,809 CHF | 67,559 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 74,222 | 72,406 | 63,689 CHF | 62,788 CHF | 99.12% | 99.12% |
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