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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 | 2.19% | 1.14 CHF | 1.17 CHF | 50,000 | 25,000 | 49,987 | 25,000 | 56,203 CHF | 28,733 CHF | 99.12% | 99.12% |
| 19/11/2024 | 2.23% | 1.10 CHF | 1.12 CHF | 50,000 | 25,000 | 42,418 | 23,512 | 50,083 CHF | 28,650 CHF | 92.97% | 92.97% |
| 18/11/2024 | 2.19% | 1.37 CHF | 1.40 CHF | 40,000 | 25,000 | 40,000 | 23,895 | 53,950 CHF | 32,939 CHF | 99.79% | 99.79% |
| 15/11/2024 | 1.87% | 1.35 CHF | 1.38 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,724 CHF | 34,847 CHF | 98.33% | 98.33% |
| 14/11/2024 | 1.78% | 1.44 CHF | 1.47 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 56,793 CHF | 36,133 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.86% | 1.41 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 24,964 | 54,836 CHF | 34,866 CHF | 97.95% | 97.95% |
| 12/11/2024 | 1.76% | 1.48 CHF | 1.51 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,986 CHF | 38,792 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.57% | 1.57 CHF | 1.60 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 64,654 CHF | 41,049 CHF | 96.82% | 96.82% |
| 08/11/2024 | 1.69% | 1.54 CHF | 1.57 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,039 CHF | 38,801 CHF | 99.79% | 99.79% |
| 07/11/2024 | 1.69% | 1.51 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 24,741 | 62,240 CHF | 39,159 CHF | 99.06% | 99.06% |
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