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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 | 0.88% | 1.17 CHF | 1.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,989 CHF | 34,289 CHF | 99.23% | 99.27% |
| 20/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,493 CHF | 34,793 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 32,436 CHF | 32,736 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,401 CHF | 33,701 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 35,361 CHF | 35,661 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 1.21 CHF | 1.22 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,086 CHF | 34,386 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 32,798 CHF | 33,098 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 1.11 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,855 CHF | 29,105 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,112 CHF | 32,362 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,694 CHF | 31,944 CHF | 100.00% | 100.00% |
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