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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 | 1.21% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,401 CHF | 62,151 CHF | 99.44% | 99.44% |
| 19/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,005 CHF | 61,755 CHF | 99.30% | 99.30% |
| 18/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,801 CHF | 60,551 CHF | 99.11% | 99.11% |
| 15/11/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,220 CHF | 58,970 CHF | 99.42% | 99.42% |
| 14/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,411 CHF | 61,161 CHF | 99.49% | 99.49% |
| 13/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 67,036 | 67,036 | 53,032 CHF | 53,703 CHF | 99.35% | 99.35% |
| 12/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 30,297 CHF | 30,677 CHF | 98.50% | 98.50% |
| 11/11/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 29,864 CHF | 30,244 CHF | 98.13% | 98.13% |
| 08/11/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 28,046 CHF | 28,426 CHF | 99.42% | 99.42% |
| 07/11/2024 | 1.32% | 0.71 CHF | 0.72 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 28,572 CHF | 28,952 CHF | 99.00% | 99.00% |
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