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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 | 1.07% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 52,898 | 50,000 | 52,899 CHF | 50,595 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.15% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,810 CHF | 48,730 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 55,849 | 50,000 | 55,480 CHF | 50,222 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.14% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 59,690 | 50,000 | 58,159 CHF | 49,281 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.11% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 51,082 | 50,000 | 51,331 CHF | 50,823 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 55,746 | 49,700 | 55,454 CHF | 50,034 CHF | 98.35% | 98.35% |
| 12/11/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,740 CHF | 53,278 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.98% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,262 CHF | 55,809 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,255 CHF | 52,798 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.10% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 48,695 | 52,503 CHF | 51,701 CHF | 98.50% | 98.50% |
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