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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 | 1.35% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 88,041 CHF | 89,241 CHF | 99.43% | 99.43% |
| 19/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 83,909 CHF | 85,109 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 86,565 CHF | 87,765 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 85,830 CHF | 87,030 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 83,945 CHF | 85,145 CHF | 98.58% | 98.58% |
| 13/11/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 84,652 CHF | 85,852 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 89,818 CHF | 91,018 CHF | 99.89% | 99.89% |
| 11/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 91,935 CHF | 93,135 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 91,485 CHF | 92,685 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 94,574 CHF | 95,774 CHF | 100.00% | 100.00% |
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