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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 | 1.29% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,964 CHF | 58,714 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 77,795 | 73,453 | 53,106 CHF | 50,909 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 76,904 | 75,000 | 56,039 CHF | 55,472 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 76,076 | 75,000 | 56,202 CHF | 56,206 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,166 | 75,000 | 55,355 CHF | 53,208 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 74,146 | 54,433 CHF | 45,588 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.49% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 80,053 | 75,000 | 53,205 CHF | 50,599 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,299 CHF | 52,592 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,018 CHF | 50,454 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,642 | 72,406 | 55,239 CHF | 51,072 CHF | 99.12% | 99.12% |
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