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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 | 3.21% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 99,192 | 75,000 | 53,388 CHF | 41,727 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.97% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 88,308 | 75,000 | 52,817 CHF | 46,270 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.90% | 0.65 CHF | 0.68 CHF | 80,000 | 50,000 | 79,999 | 43,766 | 54,686 CHF | 30,968 CHF | 88.43% | 88.43% |
| 15/11/2024 | 2.78% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 76,888 | 50,000 | 54,627 CHF | 36,609 CHF | 99.99% | 99.99% |
| 14/11/2024 | 3.28% | 0.85 CHF | 0.88 CHF | 60,000 | 50,000 | 58,551 | 50,000 | 54,168 CHF | 47,949 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.10% | 1.05 CHF | 1.08 CHF | 50,000 | 50,000 | 56,742 | 49,650 | 55,184 CHF | 49,939 CHF | 84.16% | 84.16% |
| 12/11/2024 | 2.60% | 1.12 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,240 CHF | 59,772 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.56% | 1.17 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,446 CHF | 59,962 CHF | 96.53% | 96.53% |
| 08/11/2024 | 2.74% | 1.12 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,096 CHF | 55,596 CHF | 92.92% | 92.92% |
| 07/11/2024 | 2.87% | 1.08 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 48,703 | 54,066 CHF | 54,182 CHF | 99.12% | 99.12% |
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