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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 | 1.41% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 79,117 | 75,000 | 55,586 CHF | 53,458 CHF | 94.79% | 94.79% |
| 19/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,630 | 75,000 | 55,031 CHF | 55,339 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.13% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 53,311 | 51,451 | 36,691 CHF | 36,087 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 79,693 | 75,000 | 54,664 CHF | 52,205 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 77,629 | 75,000 | 55,521 CHF | 54,428 CHF | 83.69% | 83.69% |
| 13/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 74,932 | 74,112 | 54,693 CHF | 54,841 CHF | 94.16% | 94.16% |
| 12/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,290 CHF | 56,040 CHF | 84.38% | 84.38% |
| 11/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,600 CHF | 49,125 CHF | 94.79% | 94.79% |
| 08/11/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 79,804 | 75,000 | 55,965 CHF | 53,350 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,094 | 72,251 | 55,731 CHF | 51,598 CHF | 93.52% | 93.52% |
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