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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 | 3.36% | 0.86 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,163 CHF | 69,454 CHF | 100.00% | 100.00% |
| 20/11/2024 | 3.68% | 0.81 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,133 CHF | 63,422 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.51% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 76,089 | 75,000 | 55,368 CHF | 56,003 CHF | 97.59% | 97.59% |
| 18/11/2024 | 2.53% | 0.73 CHF | 0.75 CHF | 75,000 | 75,000 | 75,316 | 65,160 | 54,863 CHF | 48,121 CHF | 96.51% | 96.51% |
| 15/11/2024 | 2.07% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 55,418 | 50,000 | 54,665 CHF | 50,960 CHF | 75.90% | 75.90% |
| 14/11/2024 | 1.61% | 1.32 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,535 CHF | 66,596 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.69% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 49,929 | 49,818 | 62,957 CHF | 63,883 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.56% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,450 CHF | 67,495 CHF | 87.66% | 87.66% |
| 11/11/2024 | 1.60% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,899 CHF | 65,946 CHF | 98.45% | 98.45% |
| 08/11/2024 | 1.74% | 1.22 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,572 CHF | 60,617 CHF | 100.00% | 100.00% |
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