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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 | 1.51% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 94,365 | 94,365 | 62,085 CHF | 63,028 CHF | 99.45% | 99.45% |
| 19/11/2024 | 1.57% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 96,803 | 96,803 | 61,134 CHF | 62,102 CHF | 97.64% | 97.64% |
| 18/11/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,009 CHF | 59,759 CHF | 99.28% | 99.28% |
| 15/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,680 CHF | 55,430 CHF | 99.31% | 99.31% |
| 14/11/2024 | 1.13% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,156 CHF | 66,906 CHF | 98.70% | 98.70% |
| 13/11/2024 | 1.23% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 67,120 | 67,120 | 54,564 CHF | 55,235 CHF | 99.46% | 99.46% |
| 12/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 31,470 CHF | 31,850 CHF | 98.97% | 98.97% |
| 11/11/2024 | 1.50% | 0.82 CHF | 0.83 CHF | 38,000 | 38,000 | 47,362 | 47,362 | 31,266 CHF | 31,739 CHF | 99.31% | 99.31% |
| 08/11/2024 | 1.99% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 57,273 | 57,273 | 28,481 CHF | 29,054 CHF | 99.41% | 99.41% |
| 07/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,225 | 50,225 | 26,406 CHF | 26,909 CHF | 98.68% | 98.68% |
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