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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 | 0.99% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 55,346 | 35,134 | 55,596 CHF | 35,653 CHF | 99.61% | 99.61% |
| 19/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 55,330 | 35,132 | 56,359 CHF | 36,171 CHF | 99.62% | 99.62% |
| 18/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 55,329 | 35,129 | 59,760 CHF | 38,182 CHF | 99.63% | 99.63% |
| 15/11/2024 | 2.32% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 30,212 | 22,457 | 33,425 CHF | 24,803 CHF | 98.08% | 98.08% |
| 14/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 55,335 | 35,146 | 65,044 CHF | 41,656 CHF | 99.50% | 99.50% |
| 13/11/2024 | 0.79% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 47,650 | 35,448 | 59,595 CHF | 44,486 CHF | 97.56% | 97.56% |
| 12/11/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 49,363 | 35,132 | 61,830 CHF | 44,316 CHF | 99.59% | 99.59% |
| 11/11/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 47,460 | 35,129 | 66,933 CHF | 49,794 CHF | 99.61% | 99.61% |
| 08/11/2024 | 0.71% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 42,135 | 29,813 | 58,809 CHF | 41,720 CHF | 99.15% | 99.15% |
| 07/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 42,144 | 29,837 | 64,556 CHF | 46,138 CHF | 99.62% | 99.62% |
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