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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 | 1.05% | 0.96 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,060 CHF | 48,050 CHF | 14.13% | 100.00% |
| 19/11/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,028 CHF | 46,357 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,738 CHF | 47,781 CHF | 94.79% | 94.79% |
| 15/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,673 CHF | 48,561 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,030 CHF | 48,025 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 49,520 | 54,010 CHF | 45,072 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,302 CHF | 46,585 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,588 CHF | 46,823 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,137 CHF | 45,614 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 48,442 | 55,013 CHF | 44,880 CHF | 99.06% | 99.06% |
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