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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 | 1.77% | 0.56 CHF | 0.57 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 100,562 CHF | 102,362 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 104,071 CHF | 105,871 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 98,832 CHF | 100,632 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 100,209 CHF | 102,009 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 180,000 | 180,000 | 181,846 | 181,846 | 111,364 CHF | 113,182 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 127,209 CHF | 129,109 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.59% | 0.68 CHF | 0.69 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 113,794 CHF | 115,613 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 102,421 CHF | 104,221 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 103,074 CHF | 104,874 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 170,000 | 170,000 | 171,562 | 171,562 | 90,510 CHF | 92,226 CHF | 100.00% | 100.00% |
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