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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 | 1.95% | 0.48 CHF | 0.51 CHF | 110,000 | 75,000 | 100,000 | 75,000 | 50,732 CHF | 38,799 CHF | 14.13% | 100.00% |
| 19/11/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,514 CHF | 40,135 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 50,770 CHF | 38,827 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.20% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 67,251 | 55,297 | 33,962 CHF | 28,545 CHF | 94.50% | 94.50% |
| 14/11/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 103,470 | 75,000 | 51,419 CHF | 38,047 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 115,508 | 74,160 | 52,602 CHF | 34,540 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,697 CHF | 40,273 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,857 CHF | 39,643 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 107,065 | 75,000 | 52,625 CHF | 37,635 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 110,128 | 74,394 | 52,194 CHF | 36,021 CHF | 94.67% | 94.67% |
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