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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 71,000 | 71,000 | 70,048 CHF | 70,758 CHF | 98.44% | 98.44% |
| 22/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,934 CHF | 53,434 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 74,405 | 74,405 | 72,745 CHF | 73,489 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,607 | 50,607 | 51,529 CHF | 52,035 CHF | 89.55% | 89.55% |
| 18/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,211 CHF | 72,961 CHF | 99.82% | 99.82% |
| 15/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,322 CHF | 72,072 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 59,577 | 59,577 | 59,252 CHF | 59,848 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,131 CHF | 52,631 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,327 | 50,327 | 52,263 CHF | 52,766 CHF | 99.66% | 99.66% |
| 11/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,722 CHF | 71,472 CHF | 99.86% | 99.86% |
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