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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 | 1.33% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 74,741 | 72,406 | 57,536 CHF | 56,378 CHF | 99.12% | 99.12% |
| 06/11/2024 | 1.30% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 74,086 | 65,864 | 61,383 CHF | 55,357 CHF | 100.00% | 100.00% |
| 05/11/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,699 CHF | 73,449 CHF | 100.00% | 100.00% |
| 04/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,934 CHF | 68,684 CHF | 100.00% | 100.00% |
| 01/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 74,941 | 74,485 | 62,472 CHF | 62,840 CHF | 99.49% | 99.49% |
| 31/10/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 74,907 | 74,907 | 60,880 CHF | 61,630 CHF | 99.03% | 99.03% |
| 30/10/2024 | 1.81% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 53,660 | 53,660 | 42,614 CHF | 43,324 CHF | 97.17% | 97.17% |
| 29/10/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,457 CHF | 89,207 CHF | 100.00% | 100.00% |
| 28/10/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,020 CHF | 88,770 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,890 CHF | 90,640 CHF | 99.36% | 99.36% |
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