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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 54,000 | 53,000 | 53,697 | 53,697 | 48,454 CHF | 48,991 CHF | 10.60% | 100.00% |
| 22/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 54,000 | 54,000 | 53,012 | 53,012 | 51,440 CHF | 51,970 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 52,460 CHF | 52,987 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 55,131 CHF | 55,666 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 57,557 CHF | 58,093 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 61,627 CHF | 62,168 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 66,553 CHF | 67,101 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 63,639 CHF | 64,184 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 64,904 CHF | 65,457 CHF | 68.32% | 100.00% |
| 11/11/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 55,000 | 55,000 | 52,700 | 52,700 | 54,843 CHF | 55,370 CHF | 99.93% | 99.93% |
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