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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 | 0.89% | 1.15 CHF | 1.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 66,871 CHF | 67,471 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 67,890 CHF | 68,490 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 65,269 CHF | 65,869 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 72,453 CHF | 73,153 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 71,779 CHF | 72,479 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 71,621 CHF | 72,321 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.05% | 1.00 CHF | 1.01 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 75,585 CHF | 76,385 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 63,038 CHF | 63,738 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 76,938 CHF | 77,738 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 64,185 CHF | 64,885 CHF | 100.00% | 100.00% |
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