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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 | 1.73% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 68,960 CHF | 70,160 CHF | 99.47% | 99.47% |
| 19/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 72,831 CHF | 74,031 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 70,750 CHF | 71,950 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 71,996 CHF | 73,196 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 73,589 CHF | 74,789 CHF | 98.65% | 98.65% |
| 13/11/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 73,087 CHF | 74,287 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 68,194 CHF | 69,394 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 66,242 CHF | 67,442 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 67,115 CHF | 68,315 CHF | 99.04% | 99.04% |
| 07/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 64,802 CHF | 66,002 CHF | 99.04% | 99.04% |
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