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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 | 1.12% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,884 CHF | 47,095 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.20% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,658 CHF | 45,253 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.23% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,433 CHF | 46,765 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,670 CHF | 46,115 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,743 CHF | 47,849 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.15% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 49,700 | 56,195 CHF | 47,085 CHF | 98.35% | 98.35% |
| 12/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 53,889 | 50,000 | 53,581 CHF | 50,298 CHF | 99.93% | 99.93% |
| 11/11/2024 | 1.00% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,309 CHF | 52,835 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.13% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 57,761 | 50,000 | 56,915 CHF | 49,858 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.19% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 55,995 | 48,695 | 55,448 CHF | 48,845 CHF | 98.50% | 98.50% |
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