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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 | 2.57% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 79,582 | 75,000 | 54,409 CHF | 52,641 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.25% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 75,381 | 75,000 | 57,274 CHF | 58,295 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.13% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 62,648 | 50,000 | 52,881 CHF | 43,154 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.29% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 61,795 | 50,000 | 53,260 CHF | 44,151 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.78% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,856 CHF | 56,856 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.70% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 49,597 | 59,774 CHF | 60,300 CHF | 73.19% | 73.19% |
| 12/11/2024 | 1.53% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,755 CHF | 69,811 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.44% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,065 CHF | 70,065 CHF | 96.53% | 96.53% |
| 08/11/2024 | 1.54% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,386 CHF | 65,386 CHF | 92.92% | 92.92% |
| 07/11/2024 | 1.62% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 49,481 | 48,703 | 63,733 CHF | 63,736 CHF | 99.12% | 99.12% |
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