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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 | 1.63% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 89,620 | 75,000 | 54,415 CHF | 46,296 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 89,562 | 75,000 | 54,044 CHF | 46,019 CHF | 99.99% | 99.99% |
| 18/11/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 89,004 | 63,973 | 53,816 CHF | 39,411 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.92% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 67,206 | 61,326 | 42,195 CHF | 39,235 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 81,612 | 75,000 | 52,884 CHF | 49,407 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,538 | 74,376 | 52,015 CHF | 43,487 CHF | 98.81% | 98.81% |
| 12/11/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,646 CHF | 45,455 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,502 | 75,000 | 51,600 CHF | 48,833 CHF | 99.90% | 99.90% |
| 08/11/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,486 CHF | 49,955 CHF | 97.40% | 97.40% |
| 07/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 78,029 | 72,310 | 54,988 CHF | 51,878 CHF | 95.53% | 95.53% |
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