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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 | 0.52% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,163 CHF | 144,913 CHF | 99.10% | 99.10% |
| 19/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,058 CHF | 135,808 CHF | 96.35% | 96.35% |
| 18/11/2024 | 0.47% | 1.93 CHF | 1.94 CHF | 75,000 | 75,000 | 65,800 | 65,800 | 140,000 CHF | 140,658 CHF | 94.36% | 94.36% |
| 15/11/2024 | 0.55% | 2.02 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,579 CHF | 137,329 CHF | 95.78% | 95.78% |
| 14/11/2024 | 0.55% | 1.65 CHF | 1.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,978 CHF | 136,728 CHF | 98.77% | 98.77% |
| 13/11/2024 | 0.57% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 67,081 | 67,081 | 118,991 CHF | 119,661 CHF | 98.94% | 98.94% |
| 12/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 62,802 CHF | 63,182 CHF | 97.49% | 97.49% |
| 11/11/2024 | 0.59% | 1.79 CHF | 1.80 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 64,585 CHF | 64,965 CHF | 98.06% | 98.06% |
| 08/11/2024 | 0.73% | 1.48 CHF | 1.49 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 51,719 CHF | 52,099 CHF | 98.76% | 98.76% |
| 07/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 49,540 CHF | 49,920 CHF | 98.98% | 98.98% |
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