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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 | 70,000 | 70,000 | 70,000 | 70,000 | 54,519 CHF | 55,219 CHF | 99.47% | 99.47% |
| 19/11/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 70,658 | 70,658 | 56,310 CHF | 57,016 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 53,939 CHF | 54,639 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 55,094 CHF | 55,794 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 70,000 | 70,000 | 73,270 | 73,270 | 61,187 CHF | 61,919 CHF | 98.63% | 98.63% |
| 13/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 60,931 CHF | 61,660 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,753 CHF | 55,453 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 53,242 CHF | 53,942 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 55,249 CHF | 55,949 CHF | 99.04% | 99.04% |
| 07/11/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 52,740 CHF | 53,440 CHF | 100.00% | 100.00% |
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