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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 | 1.14% | 0.86 CHF | 0.87 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 39,338 CHF | 39,788 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 40,101 CHF | 40,551 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 40,140 CHF | 40,590 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 39,447 CHF | 39,897 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,853 CHF | 44,353 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,168 CHF | 40,668 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,155 CHF | 41,655 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 39,300 CHF | 39,750 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 40,079 CHF | 40,529 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 41,969 CHF | 42,419 CHF | 100.00% | 100.00% |
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