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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 | 1.10% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,569 CHF | 68,319 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,386 CHF | 61,136 CHF | 99.24% | 99.24% |
| 18/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,794 CHF | 64,544 CHF | 99.26% | 99.26% |
| 15/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,256 CHF | 65,006 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,868 CHF | 66,618 CHF | 99.35% | 99.35% |
| 13/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,936 CHF | 66,686 CHF | 99.38% | 99.38% |
| 12/11/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,296 CHF | 69,046 CHF | 99.07% | 99.07% |
| 11/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 74,211 | 74,211 | 71,776 CHF | 72,518 CHF | 99.24% | 99.24% |
| 08/11/2024 | 1.34% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,872 CHF | 56,622 CHF | 99.38% | 99.38% |
| 07/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 77,695 | 77,695 | 56,384 CHF | 57,161 CHF | 99.27% | 99.27% |
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