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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 | 0.88% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 55,331 | 35,134 | 62,955 CHF | 40,339 CHF | 99.61% | 99.61% |
| 19/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 55,330 | 35,132 | 63,743 CHF | 40,851 CHF | 99.62% | 99.62% |
| 18/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 55,329 | 35,129 | 67,184 CHF | 42,888 CHF | 99.63% | 99.63% |
| 15/11/2024 | 2.11% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 27,326 | 22,457 | 33,749 CHF | 27,795 CHF | 98.08% | 98.08% |
| 14/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 47,468 | 35,145 | 62,122 CHF | 46,338 CHF | 99.50% | 99.50% |
| 13/11/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 47,681 | 35,576 | 65,948 CHF | 49,360 CHF | 96.75% | 96.75% |
| 12/11/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 47,463 | 35,132 | 65,765 CHF | 48,975 CHF | 99.59% | 99.59% |
| 11/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 47,460 | 35,128 | 73,219 CHF | 54,445 CHF | 99.61% | 99.61% |
| 08/11/2024 | 0.65% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 42,135 | 29,813 | 64,335 CHF | 45,631 CHF | 99.15% | 99.15% |
| 07/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 41,292 | 29,837 | 68,669 CHF | 50,058 CHF | 99.62% | 99.62% |
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