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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 | 1.28% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 70,826 | 32,683 | 54,878 CHF | 25,676 CHF | 60.23% | 60.23% |
| 19/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 71,171 | 35,886 | 56,272 CHF | 28,771 CHF | 56.56% | 56.56% |
| 18/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 63,699 | 36,655 | 54,140 CHF | 31,378 CHF | 50.19% | 50.19% |
| 15/11/2024 | 3.17% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 26,702 | 17,338 | 23,646 CHF | 15,309 CHF | 82.77% | 82.77% |
| 14/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 63,394 | 35,541 | 60,063 CHF | 34,014 CHF | 62.93% | 62.93% |
| 13/11/2024 | 0.97% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 55,547 | 35,544 | 56,986 CHF | 36,516 CHF | 62.85% | 62.85% |
| 12/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 50,131 | 28,445 | 51,470 CHF | 29,442 CHF | 69.32% | 69.32% |
| 11/11/2024 | 0.84% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 55,596 | 35,460 | 65,887 CHF | 42,219 CHF | 64.70% | 64.70% |
| 08/11/2024 | 0.85% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 29,688 | 58,569 CHF | 34,806 CHF | 62.97% | 62.97% |
| 07/11/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 41,820 | 28,949 | 54,532 CHF | 38,165 CHF | 74.65% | 74.65% |
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