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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 3.95% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 80,554 | 75,000 | 52,760 CHF | 51,127 CHF | 100.00% | 100.00% |
| 20/11/2024 | 3.48% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 90,608 | 75,000 | 52,901 CHF | 45,358 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.98% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 101,600 | 75,000 | 51,605 CHF | 38,907 CHF | 97.59% | 97.59% |
| 18/11/2024 | 2.31% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 102,387 | 65,160 | 52,148 CHF | 33,469 CHF | 96.51% | 96.51% |
| 15/11/2024 | 2.15% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 71,983 | 50,000 | 53,933 CHF | 38,953 CHF | 75.90% | 75.90% |
| 14/11/2024 | 1.98% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,842 CHF | 53,899 CHF | 99.44% | 99.44% |
| 13/11/2024 | 2.08% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 53,682 | 49,819 | 54,062 CHF | 51,336 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.94% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,101 | 50,000 | 53,856 CHF | 54,809 CHF | 87.66% | 87.66% |
| 11/11/2024 | 2.00% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,572 | 50,000 | 52,829 CHF | 53,319 CHF | 98.45% | 98.45% |
| 08/11/2024 | 2.20% | 0.97 CHF | 1.00 CHF | 60,000 | 50,000 | 59,980 | 50,000 | 56,586 CHF | 48,221 CHF | 100.00% | 100.00% |
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