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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 | 0.92% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 55,466 | 53,405 | 63,058 CHF | 61,233 CHF | 97.11% | 97.11% |
| 12/11/2024 | 0.98% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 55,335 | 52,721 | 60,640 CHF | 58,366 CHF | 99.51% | 99.51% |
| 11/11/2024 | 1.22% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 63,196 | 52,678 | 57,893 CHF | 48,782 CHF | 99.66% | 99.66% |
| 08/11/2024 | 1.27% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 60,683 | 24,866 | 51,936 CHF | 21,573 CHF | 58.91% | 58.91% |
| 07/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 64,834 | 51,157 | 53,291 CHF | 42,312 CHF | 88.26% | 88.26% |
| 06/11/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 63,490 | 36,780 | 60,233 CHF | 35,249 CHF | 90.15% | 90.15% |
| 05/11/2024 | 1.45% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 71,121 | 53,428 | 53,713 CHF | 40,991 CHF | 96.84% | 96.84% |
| 04/11/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 71,157 | 36,012 | 56,001 CHF | 28,534 CHF | 92.27% | 92.27% |
| 01/11/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 71,757 | 41,918 | 53,845 CHF | 31,804 CHF | 99.74% | 99.74% |
| 31/10/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 71,693 | 41,935 | 57,894 CHF | 34,102 CHF | 99.75% | 99.75% |
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