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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 | 1.97% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,841 | 75,000 | 55,453 CHF | 55,951 CHF | 99.00% | 99.00% |
| 19/11/2024 | 2.58% | 0.73 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,130 CHF | 57,597 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.72% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,370 CHF | 60,404 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.63% | 0.84 CHF | 0.86 CHF | 75,000 | 75,000 | 54,325 | 54,325 | 44,429 CHF | 45,549 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.35% | 0.79 CHF | 0.82 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 28,914 CHF | 29,899 CHF | 99.22% | 99.22% |
| 13/11/2024 | 3.24% | 0.77 CHF | 0.80 CHF | 37,500 | 37,500 | 37,079 | 37,079 | 28,859 CHF | 29,805 CHF | 99.36% | 99.36% |
| 12/11/2024 | 3.25% | 0.75 CHF | 0.77 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 29,672 CHF | 30,650 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.00% | 0.88 CHF | 0.91 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 32,576 CHF | 33,567 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.17% | 0.85 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,482 CHF | 65,893 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.03% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 74,219 | 72,396 | 69,819 CHF | 69,494 CHF | 98.73% | 98.73% |
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