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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 | 2.98% | 0.99 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,597 CHF | 78,911 CHF | 100.00% | 100.00% |
| 20/11/2024 | 3.20% | 0.93 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,326 CHF | 72,612 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.36% | 0.89 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,532 CHF | 65,046 CHF | 97.59% | 97.59% |
| 18/11/2024 | 2.57% | 0.85 CHF | 0.87 CHF | 75,000 | 75,000 | 71,893 | 65,160 | 60,869 CHF | 56,058 CHF | 96.51% | 96.51% |
| 15/11/2024 | 1.89% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 51,266 | 50,000 | 57,428 CHF | 57,297 CHF | 74.86% | 74.86% |
| 14/11/2024 | 1.45% | 1.45 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,008 CHF | 73,061 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.52% | 1.44 CHF | 1.47 CHF | 50,000 | 50,000 | 49,927 | 49,819 | 69,383 CHF | 70,289 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.43% | 1.49 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,915 CHF | 73,961 CHF | 87.66% | 87.66% |
| 11/11/2024 | 1.45% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,356 CHF | 72,395 CHF | 98.45% | 98.45% |
| 08/11/2024 | 1.57% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,956 CHF | 66,999 CHF | 100.00% | 100.00% |
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