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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.92% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 89,852 | 75,000 | 53,213 CHF | 45,281 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.71% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 89,999 | 75,000 | 55,271 CHF | 46,854 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.86% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,065 | 75,000 | 51,083 CHF | 43,337 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 99,297 | 75,000 | 53,767 CHF | 41,371 CHF | 99.40% | 99.40% |
| 18/11/2024 | 2.05% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 94,573 | 75,000 | 52,416 CHF | 42,466 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 86,128 | 75,000 | 52,867 CHF | 46,862 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.70% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 86,863 | 75,000 | 53,254 CHF | 46,825 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.67% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 74,442 | 53,505 CHF | 50,621 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.60% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 78,002 | 75,000 | 55,360 CHF | 54,111 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.52% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,096 CHF | 57,970 CHF | 100.00% | 100.00% |
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