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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 | 2.12% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 87,351 | 75,000 | 52,409 CHF | 46,059 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.72% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,941 CHF | 57,927 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.32% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 91,093 | 75,000 | 53,067 CHF | 44,917 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.42% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 63,318 | 54,333 | 35,275 CHF | 31,343 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.39% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 91,423 | 75,000 | 52,281 CHF | 43,956 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.27% | 0.58 CHF | 0.60 CHF | 90,000 | 75,000 | 88,777 | 74,449 | 53,817 CHF | 46,182 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.68% | 0.57 CHF | 0.59 CHF | 90,000 | 75,000 | 98,904 | 75,000 | 52,014 CHF | 40,568 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.43% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 121,146 | 73,099 | 49,952 CHF | 31,184 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.13% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 118,348 | 75,000 | 51,923 CHF | 33,972 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.90% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 142,101 | 73,699 | 51,731 CHF | 27,897 CHF | 98.73% | 98.73% |
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