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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 | 1.44% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,357 | 75,000 | 54,771 CHF | 52,536 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 57,448 CHF | 58,197 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 76,254 | 75,000 | 56,039 CHF | 55,929 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 76,953 | 75,000 | 55,941 CHF | 55,329 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,397 CHF | 58,147 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 74,666 | 74,146 | 64,290 CHF | 64,584 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.24% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,212 CHF | 60,962 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,290 CHF | 59,040 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,546 CHF | 61,296 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 74,703 | 72,406 | 57,967 CHF | 56,825 CHF | 99.12% | 99.12% |
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