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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,888 CHF | 25,088 CHF | 99.53% | 99.53% |
| 19/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,927 CHF | 24,129 CHF | 99.49% | 99.49% |
| 18/11/2024 | 0.84% | 1.26 CHF | 1.27 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,756 CHF | 23,956 CHF | 99.47% | 99.53% |
| 15/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,077 CHF | 23,277 CHF | 98.86% | 98.86% |
| 14/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,041 CHF | 23,241 CHF | 99.53% | 99.53% |
| 13/11/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 22,071 CHF | 22,271 CHF | 99.53% | 99.53% |
| 12/11/2024 | 0.94% | 1.15 CHF | 1.16 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,857 CHF | 19,035 CHF | 99.54% | 99.54% |
| 11/11/2024 | 0.81% | 1.40 CHF | 1.41 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,185 CHF | 27,407 CHF | 99.58% | 99.58% |
| 08/11/2024 | 0.82% | 1.31 CHF | 1.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 26,535 CHF | 26,753 CHF | 99.52% | 99.52% |
| 07/11/2024 | 0.87% | 1.34 CHF | 1.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,250 CHF | 20,428 CHF | 99.56% | 99.56% |
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