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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 | 1.11% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,474 CHF | 90,474 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,851 CHF | 67,601 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,756 CHF | 65,506 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,093 CHF | 63,843 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,804 CHF | 63,554 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 63,881 CHF | 64,628 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,695 CHF | 63,445 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,255 CHF | 60,005 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,957 CHF | 60,707 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 55,215 CHF | 55,964 CHF | 98.73% | 98.73% |
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