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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 | 1.77% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,276 CHF | 69,492 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.90% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,791 CHF | 75,204 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.85% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,477 CHF | 54,477 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.82% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,430 CHF | 55,430 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.48% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,096 CHF | 68,096 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.43% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 49,835 | 49,588 | 70,792 CHF | 71,449 CHF | 71.44% | 71.44% |
| 12/11/2024 | 1.39% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,990 CHF | 81,107 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.33% | 1.61 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,315 CHF | 81,387 CHF | 96.53% | 96.53% |
| 08/11/2024 | 1.31% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,718 CHF | 76,718 CHF | 92.92% | 92.92% |
| 07/11/2024 | 1.38% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 49,481 | 48,703 | 74,871 CHF | 74,701 CHF | 99.12% | 99.12% |
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