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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 | 1.48% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 81,604 | 81,604 | 54,656 CHF | 55,472 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 96,374 | 96,374 | 61,618 CHF | 62,581 CHF | 99.26% | 99.26% |
| 18/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,525 | 75,525 | 52,155 CHF | 52,910 CHF | 99.27% | 99.27% |
| 15/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 76,600 | 76,600 | 52,756 CHF | 53,522 CHF | 99.39% | 99.39% |
| 14/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 92,299 | 92,299 | 60,193 CHF | 61,116 CHF | 99.35% | 99.35% |
| 13/11/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 80,281 | 80,281 | 54,167 CHF | 54,970 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.47% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 81,316 | 81,316 | 54,659 CHF | 55,473 CHF | 99.03% | 99.03% |
| 11/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,672 CHF | 58,422 CHF | 99.22% | 99.22% |
| 08/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,449 CHF | 55,199 CHF | 99.39% | 99.39% |
| 07/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,304 CHF | 59,054 CHF | 99.25% | 99.25% |
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