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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 | 1.01% | 0.93 CHF | 0.94 CHF | 60,000 | 20,000 | 55,816 | 20,000 | 54,750 CHF | 19,860 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 55,846 CHF | 18,815 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,117 CHF | 18,906 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 60,000 | 20,000 | 55,941 | 20,000 | 55,507 CHF | 20,084 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 1.08 CHF | 1.09 CHF | 50,000 | 20,000 | 52,594 | 20,000 | 53,457 CHF | 20,563 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60,000 | 20,000 | 59,826 | 19,804 | 54,579 CHF | 18,276 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 60,000 | 20,000 | 54,628 | 20,000 | 54,408 CHF | 20,153 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 57,185 CHF | 23,074 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 55,425 CHF | 22,370 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 20,000 | 47,608 | 19,351 | 58,630 CHF | 24,067 CHF | 99.06% | 99.06% |
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