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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 | 1.23% | 1.66 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,653 CHF | 128,217 CHF | 89.65% | 89.65% |
| 19/11/2024 | 1.28% | 1.61 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,615 CHF | 81,656 CHF | 99.08% | 99.08% |
| 18/11/2024 | 1.40% | 1.64 CHF | 1.66 CHF | 75,000 | 75,000 | 67,256 | 64,108 | 109,539 CHF | 105,763 CHF | 98.85% | 98.85% |
| 15/11/2024 | 1.37% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,009 CHF | 78,067 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.39% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 48,171 | 48,171 | 74,517 CHF | 75,539 CHF | 96.68% | 96.68% |
| 13/11/2024 | 1.25% | 1.65 CHF | 1.67 CHF | 75,000 | 75,000 | 74,378 | 74,226 | 122,426 CHF | 123,709 CHF | 98.44% | 98.44% |
| 12/11/2024 | 1.28% | 1.55 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,189 CHF | 81,224 CHF | 86.08% | 86.08% |
| 11/11/2024 | 1.21% | 1.70 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,431 CHF | 86,472 CHF | 99.36% | 99.36% |
| 08/11/2024 | 1.25% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,326 CHF | 85,388 CHF | 98.14% | 98.14% |
| 07/11/2024 | 1.25% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 48,110 | 48,110 | 84,181 CHF | 85,200 CHF | 94.84% | 94.84% |
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