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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 | 1.77% | 0.55 CHF | 0.56 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 67,161 CHF | 68,361 CHF | 99.44% | 99.44% |
| 19/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 70,963 CHF | 72,163 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 68,811 CHF | 70,011 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 70,174 CHF | 71,374 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 71,745 CHF | 72,945 CHF | 98.52% | 98.52% |
| 13/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 71,278 CHF | 72,478 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 66,281 CHF | 67,481 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 64,420 CHF | 65,620 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 65,242 CHF | 66,442 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 62,857 CHF | 64,057 CHF | 100.00% | 100.00% |
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