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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 | 1.51% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,934 | 75,000 | 53,070 CHF | 49,961 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 91,380 | 73,453 | 51,604 CHF | 42,290 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 86,431 | 75,000 | 52,797 CHF | 46,698 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.60% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 85,587 | 75,000 | 53,131 CHF | 47,421 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 91,227 | 75,000 | 53,113 CHF | 44,457 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 108,923 | 74,146 | 53,248 CHF | 36,995 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.81% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 96,741 | 75,000 | 53,000 CHF | 41,872 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 51,705 CHF | 43,837 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 99,769 | 75,000 | 54,458 CHF | 41,691 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,559 | 72,406 | 52,305 CHF | 42,683 CHF | 99.12% | 99.12% |
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