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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 | 1.49% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,768 | 75,000 | 54,006 CHF | 50,936 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 82,334 | 75,000 | 52,875 CHF | 48,991 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,051 CHF | 51,423 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 76,146 | 75,000 | 55,237 CHF | 55,178 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 78,115 | 75,000 | 54,587 CHF | 53,210 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,669 | 74,449 | 52,208 CHF | 48,944 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.35% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 75,747 | 75,000 | 55,707 CHF | 55,943 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 74,072 | 73,096 | 54,315 CHF | 54,372 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,844 CHF | 51,229 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,773 | 73,698 | 55,723 CHF | 52,297 CHF | 98.73% | 98.73% |
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