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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 | 1.03% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,818 CHF | 48,681 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,316 CHF | 49,097 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,664 CHF | 46,886 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,357 CHF | 44,964 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,519 CHF | 46,766 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 49,519 | 56,657 CHF | 47,252 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,398 CHF | 46,665 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 66,657 | 50,000 | 55,493 CHF | 42,162 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 65,972 | 25,000 | 54,614 CHF | 20,971 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 77,445 | 24,740 | 54,885 CHF | 17,801 CHF | 99.06% | 99.06% |
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