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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 | 1.39% | 0.72 CHF | 0.73 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 49,843 CHF | 50,543 CHF | 99.44% | 99.44% |
| 19/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 70,000 | 70,000 | 70,657 | 70,657 | 51,615 CHF | 52,321 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 49,249 CHF | 49,949 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 50,358 CHF | 51,058 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 70,000 | 70,000 | 73,267 | 73,267 | 56,251 CHF | 56,984 CHF | 98.60% | 98.60% |
| 13/11/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 56,004 CHF | 56,732 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 50,160 CHF | 50,860 CHF | 99.90% | 99.90% |
| 11/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 48,483 CHF | 49,183 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 50,534 CHF | 51,234 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 47,976 CHF | 48,676 CHF | 100.00% | 100.00% |
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