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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 | 1.49% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 83,122 | 83,122 | 55,434 CHF | 56,265 CHF | 99.09% | 99.09% |
| 19/11/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 84,285 | 84,285 | 56,504 CHF | 57,346 CHF | 99.24% | 99.24% |
| 18/11/2024 | 1.31% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,981 CHF | 57,731 CHF | 99.30% | 99.30% |
| 15/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,745 CHF | 63,495 CHF | 99.44% | 99.44% |
| 14/11/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,367 CHF | 65,117 CHF | 99.32% | 99.32% |
| 13/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 65,950 | 65,950 | 50,501 CHF | 51,160 CHF | 99.07% | 99.07% |
| 12/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 29,298 CHF | 29,678 CHF | 98.41% | 98.41% |
| 11/11/2024 | 1.72% | 0.70 CHF | 0.71 CHF | 38,000 | 38,000 | 48,615 | 48,615 | 28,042 CHF | 28,529 CHF | 99.24% | 99.24% |
| 08/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,262 CHF | 26,762 CHF | 99.47% | 99.47% |
| 07/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,363 CHF | 27,863 CHF | 99.22% | 99.22% |
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