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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 | 0.59% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,425 CHF | 127,175 CHF | 99.12% | 99.12% |
| 19/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,052 CHF | 118,802 CHF | 94.50% | 94.50% |
| 18/11/2024 | 0.53% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,584 CHF | 142,334 CHF | 94.31% | 94.31% |
| 15/11/2024 | 0.63% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,989 CHF | 119,739 CHF | 95.79% | 95.79% |
| 14/11/2024 | 0.63% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,502 CHF | 119,252 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.65% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 66,503 | 66,503 | 101,955 CHF | 102,620 CHF | 92.19% | 92.19% |
| 12/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 54,457 CHF | 54,837 CHF | 95.60% | 95.60% |
| 11/11/2024 | 0.68% | 1.56 CHF | 1.57 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 56,025 CHF | 56,405 CHF | 97.73% | 97.73% |
| 08/11/2024 | 0.86% | 1.27 CHF | 1.28 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 44,075 CHF | 44,455 CHF | 99.28% | 99.28% |
| 07/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 42,098 CHF | 42,478 CHF | 99.26% | 99.26% |
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