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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 | 1.40% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 78,628 | 75,000 | 55,591 CHF | 53,792 CHF | 94.79% | 94.79% |
| 19/11/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,992 | 75,000 | 54,566 CHF | 51,911 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.93% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 52,595 | 51,451 | 37,867 CHF | 37,724 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,477 | 75,000 | 54,804 CHF | 55,220 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 78,180 | 75,000 | 54,825 CHF | 53,377 CHF | 83.69% | 83.69% |
| 13/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 74,112 | 54,696 CHF | 51,417 CHF | 94.16% | 94.16% |
| 12/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,332 CHF | 51,686 CHF | 84.37% | 84.37% |
| 11/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,634 CHF | 58,384 CHF | 94.79% | 94.79% |
| 08/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 77,030 | 75,000 | 55,216 CHF | 54,529 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 78,466 | 72,251 | 55,623 CHF | 52,035 CHF | 93.52% | 93.52% |
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