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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,433 CHF | 46,695 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,711 CHF | 46,093 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,125 CHF | 43,937 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,084 CHF | 43,903 CHF | 99.40% | 99.40% |
| 18/11/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,410 | 50,000 | 51,723 CHF | 43,319 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 68,432 | 50,000 | 56,465 CHF | 41,773 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 62,099 | 50,000 | 52,181 CHF | 42,533 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 63,858 | 49,704 | 53,506 CHF | 42,198 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,048 CHF | 45,540 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,227 CHF | 46,522 CHF | 100.00% | 100.00% |
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