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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 | 1.12% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,608 CHF | 67,358 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 71,949 CHF | 72,694 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,112 CHF | 70,862 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,433 CHF | 70,183 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,336 CHF | 73,086 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 74,443 | 74,146 | 78,835 CHF | 79,262 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,128 CHF | 75,878 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,163 CHF | 73,913 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,469 CHF | 76,219 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.07% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 73,753 | 72,406 | 71,696 CHF | 71,068 CHF | 99.12% | 99.12% |
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