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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 | 1.43% | 0.70 CHF | 0.71 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 83,226 CHF | 84,426 CHF | 99.48% | 99.48% |
| 19/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 79,097 CHF | 80,297 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 81,843 CHF | 83,043 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 80,985 CHF | 82,185 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 79,115 CHF | 80,315 CHF | 98.66% | 98.66% |
| 13/11/2024 | 1.49% | 0.63 CHF | 0.64 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 79,922 CHF | 81,122 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 84,979 CHF | 86,179 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 87,088 CHF | 88,288 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 86,767 CHF | 87,967 CHF | 99.04% | 99.04% |
| 07/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 89,698 CHF | 90,898 CHF | 99.04% | 99.04% |
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