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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 | 1.09% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,643 CHF | 69,393 CHF | 99.20% | 99.20% |
| 19/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,637 CHF | 64,387 CHF | 99.33% | 99.33% |
| 18/11/2024 | 1.06% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,272 CHF | 71,022 CHF | 99.28% | 99.28% |
| 15/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 74,884 | 74,884 | 72,565 CHF | 73,314 CHF | 99.48% | 99.48% |
| 14/11/2024 | 0.85% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,579 CHF | 59,079 CHF | 99.14% | 99.14% |
| 13/11/2024 | 0.84% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 44,443 | 44,443 | 52,846 CHF | 53,291 CHF | 98.86% | 98.86% |
| 12/11/2024 | 0.86% | 1.24 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,108 CHF | 29,358 CHF | 99.18% | 99.18% |
| 11/11/2024 | 1.05% | 1.17 CHF | 1.18 CHF | 25,000 | 25,000 | 35,250 | 35,250 | 33,277 CHF | 33,630 CHF | 99.28% | 99.28% |
| 08/11/2024 | 1.43% | 0.78 CHF | 0.79 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 26,360 CHF | 26,740 CHF | 99.48% | 99.48% |
| 07/11/2024 | 1.49% | 0.71 CHF | 0.72 CHF | 38,000 | 38,000 | 46,984 | 46,984 | 31,137 CHF | 31,607 CHF | 99.33% | 99.33% |
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