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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 07/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 74,222 | 72,406 | 69,228 CHF | 68,394 CHF | 99.06% | 99.06% |
| 06/11/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 68,828 | 44,641 | 55,347 CHF | 36,261 CHF | 85.22% | 85.22% |
| 05/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,169 CHF | 48,974 CHF | 100.00% | 100.00% |
| 04/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 57,635 | 50,000 | 56,684 CHF | 49,710 CHF | 100.00% | 100.00% |
| 01/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 74,875 | 74,583 | 71,276 CHF | 71,742 CHF | 99.32% | 99.32% |
| 31/10/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,860 CHF | 46,217 CHF | 99.55% | 99.55% |
| 30/10/2024 | 0.97% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 50,935 | 50,000 | 52,082 CHF | 51,658 CHF | 97.09% | 97.09% |
| 29/10/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,835 CHF | 52,335 CHF | 96.41% | 96.41% |
| 28/10/2024 | 1.09% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,656 CHF | 69,406 CHF | 100.00% | 100.00% |
| 25/10/2024 | 1.51% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 50,496 | 50,496 | 44,098 CHF | 44,726 CHF | 99.12% | 99.12% |
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