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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 | 1.18% | 0.79 CHF | 0.80 CHF | 70,000 | 20,000 | 63,419 | 20,000 | 53,428 CHF | 17,089 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70,000 | 20,000 | 69,925 | 20,000 | 55,428 CHF | 16,055 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70,000 | 20,000 | 69,974 | 20,000 | 55,733 CHF | 16,130 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 70,000 | 20,000 | 61,788 | 20,000 | 52,835 CHF | 17,324 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 60,000 | 20,000 | 60,337 | 20,000 | 53,108 CHF | 17,810 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 70,000 | 20,000 | 69,044 | 19,804 | 53,470 CHF | 15,561 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.16% | 0.81 CHF | 0.82 CHF | 70,000 | 20,000 | 61,212 | 20,000 | 52,626 CHF | 17,409 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60,000 | 20,000 | 51,699 | 20,000 | 51,894 CHF | 20,286 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 60,000 | 20,000 | 57,394 | 20,000 | 55,549 CHF | 19,596 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 20,000 | 50,000 | 19,351 | 54,747 CHF | 21,403 CHF | 99.06% | 99.06% |
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