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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 | 1.70% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,994 | 75,000 | 53,154 CHF | 44,591 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 103,811 | 73,453 | 51,165 CHF | 37,024 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 97,380 | 75,000 | 52,578 CHF | 41,383 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 96,069 | 75,000 | 52,899 CHF | 42,171 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 101,920 | 75,000 | 52,094 CHF | 39,139 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 123,038 | 74,146 | 51,388 CHF | 31,722 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.08% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 111,289 | 75,000 | 53,066 CHF | 36,538 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 102,386 | 75,000 | 51,449 CHF | 38,460 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 52,275 CHF | 36,392 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 101,732 | 72,406 | 51,532 CHF | 37,554 CHF | 99.12% | 99.12% |
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