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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 | 1.49% | 0.69 CHF | 0.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 200,303 CHF | 203,303 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 201,983 CHF | 204,983 CHF | 99.90% | 99.90% |
| 18/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 300,000 | 300,000 | 297,072 | 297,072 | 191,203 CHF | 194,173 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 290,000 | 290,000 | 290,585 | 290,585 | 179,959 CHF | 182,865 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 166,210 CHF | 169,110 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 290,000 | 290,000 | 284,459 | 284,459 | 155,442 CHF | 158,287 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 290,000 | 290,000 | 285,346 | 285,346 | 157,636 CHF | 160,489 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 146,393 CHF | 149,193 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 290,000 | 290,000 | 284,002 | 284,002 | 154,912 CHF | 157,752 CHF | 98.95% | 98.95% |
| 07/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 146,830 CHF | 149,630 CHF | 100.00% | 100.00% |
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