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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 | 1.75% | 0.54 CHF | 0.55 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 127,240 CHF | 129,490 CHF | 97.86% | 97.86% |
| 19/11/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 120,474 CHF | 122,724 CHF | 98.81% | 98.81% |
| 18/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 130,158 CHF | 132,408 CHF | 98.77% | 98.77% |
| 15/11/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 136,133 CHF | 138,383 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 143,378 CHF | 145,628 CHF | 98.26% | 98.26% |
| 13/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 137,538 CHF | 139,788 CHF | 99.60% | 99.60% |
| 12/11/2024 | 1.49% | 0.62 CHF | 0.63 CHF | 225,000 | 225,000 | 228,461 | 228,461 | 152,578 CHF | 154,862 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 275,096 CHF | 278,846 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 257,114 CHF | 260,864 CHF | 84.82% | 84.82% |
| 07/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 281,215 CHF | 284,965 CHF | 100.00% | 100.00% |
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