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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 | 0.68% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,860 CHF | 110,610 CHF | 98.84% | 98.84% |
| 19/11/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,709 CHF | 102,459 CHF | 96.36% | 96.36% |
| 18/11/2024 | 0.60% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,732 CHF | 126,482 CHF | 94.31% | 94.31% |
| 15/11/2024 | 0.74% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,504 CHF | 102,254 CHF | 95.79% | 95.79% |
| 14/11/2024 | 0.74% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,244 CHF | 101,994 CHF | 98.63% | 98.63% |
| 13/11/2024 | 0.77% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 67,071 | 67,071 | 88,075 CHF | 88,746 CHF | 98.80% | 98.80% |
| 12/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 46,217 CHF | 46,597 CHF | 95.60% | 95.60% |
| 11/11/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 47,283 CHF | 47,663 CHF | 98.05% | 98.05% |
| 08/11/2024 | 1.06% | 1.05 CHF | 1.06 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 35,844 CHF | 36,224 CHF | 99.44% | 99.44% |
| 07/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 34,266 CHF | 34,646 CHF | 98.89% | 98.89% |
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