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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 | 1.52% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,526 CHF | 80,742 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.75% | 1.09 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,954 CHF | 86,454 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.53% | 1.19 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,977 CHF | 61,917 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.60% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,930 CHF | 62,930 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.49% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,479 CHF | 75,596 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.30% | 1.62 CHF | 1.64 CHF | 50,000 | 50,000 | 49,835 | 49,588 | 78,266 CHF | 78,887 CHF | 71.44% | 71.44% |
| 12/11/2024 | 1.14% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,490 CHF | 88,490 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.13% | 1.76 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,815 CHF | 88,815 CHF | 96.53% | 96.53% |
| 08/11/2024 | 1.20% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,135 CHF | 84,135 CHF | 92.92% | 92.92% |
| 07/11/2024 | 1.36% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 49,448 | 48,703 | 82,152 CHF | 82,006 CHF | 99.12% | 99.12% |
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