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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 | 1.58% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 82,947 | 75,000 | 52,085 CHF | 47,881 CHF | 94.79% | 94.79% |
| 19/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 89,024 | 75,000 | 53,631 CHF | 45,957 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.17% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 53,311 | 51,451 | 34,286 CHF | 33,772 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,615 | 75,000 | 52,545 CHF | 49,654 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 84,754 | 75,000 | 52,803 CHF | 47,545 CHF | 83.69% | 83.69% |
| 13/11/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 89,904 | 74,112 | 54,439 CHF | 45,628 CHF | 94.16% | 94.16% |
| 12/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,187 CHF | 45,906 CHF | 84.38% | 84.38% |
| 11/11/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,383 CHF | 52,672 CHF | 94.79% | 94.79% |
| 08/11/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,153 | 75,000 | 51,480 CHF | 48,924 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 81,261 | 72,251 | 51,551 CHF | 46,674 CHF | 93.52% | 93.52% |
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