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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 | 1.71% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,353 | 75,000 | 52,432 CHF | 44,286 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 78,247 | 73,453 | 52,541 CHF | 50,064 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.59% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 85,308 | 75,000 | 53,226 CHF | 47,679 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 86,879 | 75,000 | 53,432 CHF | 46,976 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 79,971 | 75,000 | 52,338 CHF | 49,836 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 74,889 | 74,146 | 56,133 CHF | 56,317 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.44% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 79,399 | 75,000 | 54,902 CHF | 52,628 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,240 CHF | 50,663 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,992 | 75,000 | 55,694 CHF | 52,969 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 79,870 | 72,406 | 53,099 CHF | 48,772 CHF | 99.12% | 99.12% |
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