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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 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,559 CHF | 73,309 CHF | 99.43% | 99.43% |
| 19/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,328 CHF | 69,078 CHF | 98.81% | 98.81% |
| 18/11/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,427 CHF | 75,177 CHF | 99.27% | 99.27% |
| 15/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 74,882 | 74,882 | 76,065 CHF | 76,813 CHF | 98.77% | 98.77% |
| 14/11/2024 | 0.84% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,387 CHF | 59,887 CHF | 99.38% | 99.38% |
| 13/11/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 44,445 | 44,445 | 53,557 CHF | 54,001 CHF | 98.90% | 98.90% |
| 12/11/2024 | 0.84% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,548 CHF | 29,798 CHF | 99.02% | 99.02% |
| 11/11/2024 | 1.00% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 35,253 | 35,253 | 34,807 CHF | 35,160 CHF | 99.36% | 99.36% |
| 08/11/2024 | 1.28% | 0.84 CHF | 0.85 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 29,421 CHF | 29,801 CHF | 99.42% | 99.42% |
| 07/11/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 28,515 CHF | 28,895 CHF | 99.36% | 99.36% |
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