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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/11/2024 | 0.78% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,292 CHF | 134,333 CHF | 99.38% | 99.38% |
| 27/11/2024 | 0.80% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,650 CHF | 126,665 CHF | 99.55% | 99.55% |
| 26/11/2024 | 0.84% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,892 CHF | 127,968 CHF | 100.00% | 100.00% |
| 25/11/2024 | 0.82% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,757 CHF | 128,805 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.87% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,899 CHF | 118,927 CHF | 99.99% | 99.99% |
| 20/11/2024 | 0.99% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,083 CHF | 100,073 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.08% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,374 CHF | 88,323 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,525 CHF | 101,545 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.43% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 74,171 CHF | 75,140 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,688 CHF | 102,719 CHF | 99.22% | 99.22% |
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