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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 | 2.01% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 105,739 | 75,000 | 52,135 CHF | 37,789 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 88,738 | 73,453 | 51,828 CHF | 43,666 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.84% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 98,427 | 75,000 | 52,927 CHF | 41,278 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 99,169 | 75,000 | 52,464 CHF | 40,544 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 92,402 | 75,000 | 52,442 CHF | 43,361 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 74,146 | 52,972 CHF | 49,842 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.64% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 88,706 | 75,000 | 53,655 CHF | 46,151 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,089 CHF | 44,158 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 89,808 | 75,000 | 54,703 CHF | 46,437 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,339 | 72,406 | 52,236 CHF | 42,512 CHF | 99.12% | 99.12% |
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