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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 | 1.14% | 0.89 CHF | 0.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 262,446 CHF | 265,446 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 264,145 CHF | 267,145 CHF | 99.83% | 99.83% |
| 18/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300,000 | 300,000 | 297,071 | 297,071 | 252,415 CHF | 255,386 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 290,584 | 290,584 | 239,685 CHF | 242,591 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 225,554 CHF | 228,454 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 290,000 | 290,000 | 284,459 | 284,459 | 214,008 CHF | 216,853 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 290,000 | 290,000 | 285,345 | 285,345 | 216,008 CHF | 218,861 CHF | 99.86% | 99.86% |
| 11/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 204,464 CHF | 207,264 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 290,000 | 290,000 | 283,997 | 283,997 | 213,544 CHF | 216,384 CHF | 98.88% | 98.88% |
| 07/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 204,513 CHF | 207,313 CHF | 100.00% | 100.00% |
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