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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 | 1.54% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,534 CHF | 65,534 CHF | 99.39% | 99.39% |
| 19/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,357 CHF | 48,107 CHF | 98.68% | 98.68% |
| 18/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,594 CHF | 47,344 CHF | 99.29% | 99.29% |
| 15/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 44,863 CHF | 45,613 CHF | 99.39% | 99.39% |
| 14/11/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,742 CHF | 48,492 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.65% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,344 CHF | 46,094 CHF | 99.39% | 99.39% |
| 12/11/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,101 CHF | 40,851 CHF | 99.09% | 99.09% |
| 11/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,727 CHF | 40,477 CHF | 99.29% | 99.29% |
| 08/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,933 CHF | 40,683 CHF | 99.39% | 99.39% |
| 07/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,494 CHF | 37,244 CHF | 99.27% | 99.27% |
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