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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 | 0.77% | 1.37 CHF | 1.38 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 53,140 CHF | 1,339 CHF | 97.06% | 97.06% |
| 12/11/2024 | 0.79% | 1.33 CHF | 1.34 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 51,403 CHF | 1,295 CHF | 99.43% | 99.43% |
| 11/11/2024 | 0.92% | 1.10 CHF | 1.12 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 55,457 CHF | 1,119 CHF | 99.61% | 99.61% |
| 08/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50,000 | 1,000 | 50,125 | 1,000 | 52,355 CHF | 1,055 CHF | 58.79% | 58.79% |
| 07/11/2024 | 1.01% | 0.94 CHF | 0.95 CHF | 60,000 | 1,000 | 51,828 | 1,000 | 52,523 CHF | 1,026 CHF | 88.18% | 88.18% |
| 06/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 1,000 | 49,949 | 1,000 | 56,885 CHF | 1,149 CHF | 90.01% | 90.01% |
| 05/11/2024 | 1.09% | 0.96 CHF | 0.97 CHF | 60,000 | 1,000 | 59,997 | 1,000 | 56,539 CHF | 953 CHF | 96.61% | 96.61% |
| 04/11/2024 | 1.12% | 0.95 CHF | 0.96 CHF | 60,000 | 1,000 | 59,999 | 1,000 | 58,453 CHF | 985 CHF | 91.76% | 91.76% |
| 01/11/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 60,000 | 1,000 | 60,000 | 1,000 | 56,350 CHF | 950 CHF | 99.72% | 99.72% |
| 31/10/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60,000 | 1,000 | 54,623 | 1,000 | 54,342 CHF | 1,006 CHF | 99.72% | 99.72% |
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