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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 | 1.57% | 1.29 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,081 CHF | 100,648 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.65% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,373 CHF | 63,410 CHF | 99.99% | 99.99% |
| 18/11/2024 | 1.82% | 1.27 CHF | 1.29 CHF | 75,000 | 75,000 | 67,304 | 63,971 | 85,123 CHF | 82,266 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.73% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,114 CHF | 60,144 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.80% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 48,156 | 48,156 | 57,277 CHF | 58,299 CHF | 97.31% | 97.31% |
| 13/11/2024 | 1.61% | 1.28 CHF | 1.30 CHF | 75,000 | 75,000 | 74,306 | 74,123 | 95,279 CHF | 96,578 CHF | 98.65% | 98.65% |
| 12/11/2024 | 1.65% | 1.19 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,408 CHF | 63,445 CHF | 96.80% | 96.80% |
| 11/11/2024 | 1.53% | 1.34 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,350 CHF | 68,385 CHF | 99.56% | 99.56% |
| 08/11/2024 | 1.56% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,418 CHF | 67,459 CHF | 99.41% | 99.41% |
| 07/11/2024 | 1.56% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 66,722 CHF | 67,733 CHF | 97.66% | 97.66% |
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