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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 | 4.16% | 0.65 CHF | 0.68 CHF | 80,000 | 75,000 | 77,601 | 75,000 | 54,750 CHF | 55,205 CHF | 98.82% | 98.82% |
| 19/11/2024 | 2.57% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,047 | 75,000 | 54,040 CHF | 52,027 CHF | 99.84% | 99.84% |
| 18/11/2024 | 3.21% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 69,837 | 52,951 CHF | 47,679 CHF | 97.72% | 97.72% |
| 15/11/2024 | 1.84% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 85,788 | 75,000 | 53,785 CHF | 47,974 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.81% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 96,806 | 75,000 | 52,935 CHF | 41,903 CHF | 99.57% | 99.57% |
| 13/11/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 109,283 | 74,442 | 52,266 CHF | 36,414 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.11% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 110,703 | 75,000 | 51,971 CHF | 36,107 CHF | 99.36% | 99.36% |
| 11/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 96,020 | 75,000 | 53,082 CHF | 42,248 CHF | 95.09% | 95.09% |
| 08/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 114,264 | 75,000 | 52,531 CHF | 35,285 CHF | 99.79% | 99.79% |
| 07/11/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 93,293 | 73,692 | 52,549 CHF | 42,328 CHF | 96.70% | 96.70% |
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