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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 | 1.39% | 1.46 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,201 CHF | 113,769 CHF | 89.77% | 89.77% |
| 19/11/2024 | 1.46% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,022 CHF | 72,065 CHF | 99.08% | 99.08% |
| 18/11/2024 | 1.59% | 1.44 CHF | 1.47 CHF | 75,000 | 75,000 | 67,376 | 64,108 | 96,800 CHF | 93,454 CHF | 98.85% | 98.85% |
| 15/11/2024 | 1.54% | 1.40 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,462 CHF | 68,509 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.58% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 48,171 | 48,171 | 65,315 CHF | 66,338 CHF | 96.68% | 96.68% |
| 13/11/2024 | 1.42% | 1.45 CHF | 1.48 CHF | 75,000 | 75,000 | 74,378 | 74,226 | 108,165 CHF | 109,476 CHF | 98.44% | 98.44% |
| 12/11/2024 | 1.48% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,647 CHF | 71,699 CHF | 94.92% | 94.92% |
| 11/11/2024 | 1.36% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,843 CHF | 76,881 CHF | 99.36% | 99.36% |
| 08/11/2024 | 1.41% | 1.50 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,727 CHF | 75,786 CHF | 98.14% | 98.14% |
| 07/11/2024 | 1.39% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 48,112 | 48,112 | 74,932 CHF | 75,949 CHF | 94.94% | 94.94% |
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