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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.83% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 54,640 | 53,402 | 69,184 CHF | 68,148 CHF | 97.13% | 97.13% |
| 12/11/2024 | 0.87% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 55,334 | 52,717 | 67,822 CHF | 65,206 CHF | 99.53% | 99.53% |
| 11/11/2024 | 1.08% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 55,325 | 52,675 | 57,812 CHF | 55,595 CHF | 99.68% | 99.68% |
| 08/11/2024 | 1.17% | 0.97 CHF | 0.98 CHF | 60,000 | 25,000 | 58,389 | 24,866 | 57,472 CHF | 24,780 CHF | 58.92% | 58.92% |
| 07/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 61,397 | 51,155 | 58,360 CHF | 48,916 CHF | 88.28% | 88.28% |
| 06/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 55,922 | 36,775 | 60,288 CHF | 40,007 CHF | 90.18% | 90.18% |
| 05/11/2024 | 1.23% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 63,317 | 53,495 | 55,943 CHF | 47,873 CHF | 96.63% | 96.63% |
| 04/11/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 63,469 | 35,999 | 58,016 CHF | 33,131 CHF | 92.37% | 92.37% |
| 01/11/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 65,075 | 41,916 | 57,237 CHF | 37,219 CHF | 99.75% | 99.75% |
| 31/10/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 65,080 | 41,933 | 60,888 CHF | 39,497 CHF | 99.76% | 99.76% |
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