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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 | 1.58% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 299,658 | 99,886 | 189,093 CHF | 64,030 CHF | 98.16% | 98.16% |
| 19/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 298,179 | 99,393 | 161,590 CHF | 54,857 CHF | 96.41% | 96.41% |
| 18/11/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 289,793 | 96,598 | 196,249 CHF | 66,382 CHF | 96.74% | 96.74% |
| 15/11/2024 | 1.25% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 228,229 | 76,076 | 181,395 CHF | 61,226 CHF | 95.87% | 95.87% |
| 14/11/2024 | 1.27% | 0.87 CHF | 0.88 CHF | 225,000 | 75,000 | 235,253 | 78,418 | 184,618 CHF | 62,324 CHF | 98.74% | 98.74% |
| 13/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,856 CHF | 58,285 CHF | 98.98% | 98.98% |
| 12/11/2024 | 1.29% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 236,942 | 78,981 | 181,829 CHF | 61,400 CHF | 98.56% | 98.56% |
| 11/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 220,910 CHF | 74,387 CHF | 97.85% | 97.85% |
| 08/11/2024 | 1.19% | 0.79 CHF | 0.80 CHF | 225,000 | 75,000 | 227,330 | 75,777 | 190,231 CHF | 64,168 CHF | 98.77% | 98.77% |
| 07/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 213,011 CHF | 71,754 CHF | 98.18% | 98.18% |
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