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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 | 1.65% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 88,713 | 75,000 | 53,299 CHF | 45,849 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 77,957 | 73,453 | 54,066 CHF | 51,692 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 82,508 | 75,000 | 53,287 CHF | 49,302 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 83,907 | 75,000 | 53,390 CHF | 48,579 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 79,668 | 75,000 | 53,938 CHF | 51,543 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 74,889 | 74,146 | 57,742 CHF | 57,913 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 78,770 | 75,000 | 56,143 CHF | 54,229 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,010 CHF | 52,322 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 76,331 | 75,000 | 54,872 CHF | 54,677 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,543 | 72,406 | 54,688 CHF | 50,431 CHF | 99.12% | 99.12% |
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