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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 | 1.32% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 75,829 | 75,000 | 57,100 CHF | 57,265 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,228 CHF | 57,978 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,086 CHF | 58,836 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.10% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,326 CHF | 45,772 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,184 CHF | 73,934 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 49,703 | 54,720 CHF | 45,834 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 54,062 | 50,000 | 53,429 CHF | 49,987 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,009 | 50,000 | 51,540 CHF | 52,031 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 58,438 | 50,000 | 57,154 CHF | 49,432 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 74,222 | 72,406 | 73,126 CHF | 72,118 CHF | 99.13% | 99.13% |
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