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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 | 1.24% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,352 CHF | 61,102 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,177 CHF | 63,927 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,718 CHF | 63,468 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,538 CHF | 61,288 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,597 CHF | 58,347 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 74,980 | 74,437 | 56,013 CHF | 56,354 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,824 | 75,000 | 55,479 CHF | 55,651 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,737 CHF | 52,066 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,223 CHF | 52,521 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,652 | 73,704 | 52,165 CHF | 48,401 CHF | 99.23% | 99.23% |
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