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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 | 1.34% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,737 CHF | 56,487 CHF | 99.00% | 99.00% |
| 19/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,035 CHF | 56,785 CHF | 99.13% | 99.13% |
| 18/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,881 CHF | 57,631 CHF | 97.58% | 97.58% |
| 15/11/2024 | 1.19% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,736 CHF | 63,486 CHF | 98.48% | 98.48% |
| 14/11/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 57,568 | 57,568 | 57,036 CHF | 57,612 CHF | 99.40% | 99.40% |
| 13/11/2024 | 0.99% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 49,719 | 49,719 | 49,781 CHF | 50,278 CHF | 98.82% | 98.82% |
| 12/11/2024 | 0.91% | 1.02 CHF | 1.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,303 CHF | 27,553 CHF | 93.73% | 93.73% |
| 11/11/2024 | 0.82% | 1.11 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,281 CHF | 30,531 CHF | 98.11% | 98.11% |
| 08/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,424 CHF | 30,674 CHF | 98.83% | 98.83% |
| 07/11/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,183 CHF | 30,433 CHF | 99.20% | 99.20% |
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