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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 | 1.42% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 78,718 | 75,000 | 55,186 CHF | 53,355 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 79,301 | 75,000 | 55,077 CHF | 52,861 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 79,389 | 75,000 | 55,205 CHF | 52,920 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.58% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 61,730 | 61,326 | 44,946 CHF | 45,334 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,794 | 75,000 | 56,664 CHF | 56,861 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,366 | 74,376 | 52,314 CHF | 49,170 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.46% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,424 CHF | 51,773 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,106 | 75,000 | 55,628 CHF | 56,303 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,988 CHF | 57,738 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 74,741 | 72,406 | 61,265 CHF | 60,243 CHF | 99.06% | 99.06% |
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