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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 | 1.33% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,467 | 75,000 | 56,292 CHF | 56,711 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 78,247 | 73,453 | 51,291 CHF | 48,900 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.42% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 78,155 | 75,000 | 54,842 CHF | 53,448 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 77,763 | 75,000 | 55,327 CHF | 54,171 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,338 | 75,000 | 54,030 CHF | 51,207 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 74,146 | 52,107 CHF | 43,669 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.56% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 81,314 | 75,000 | 51,863 CHF | 48,622 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,160 CHF | 50,587 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,421 | 75,000 | 51,131 CHF | 48,441 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,243 | 72,406 | 53,577 CHF | 49,200 CHF | 99.12% | 99.12% |
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