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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 80,588 CHF | 81,188 CHF | 99.38% | 99.38% |
| 20/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 77,530 CHF | 78,130 CHF | 99.39% | 99.39% |
| 19/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 19,359 CHF | 19,509 CHF | 99.29% | 99.29% |
| 18/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,692 CHF | 18,842 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,016 CHF | 18,166 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,561 CHF | 15,711 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,402 CHF | 14,552 CHF | 99.39% | 99.39% |
| 12/11/2024 | 1.12% | 0.95 CHF | 0.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 13,410 CHF | 13,560 CHF | 99.08% | 99.08% |
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