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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 | 1.17% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 62,419 | 50,000 | 52,961 CHF | 42,980 CHF | 99.00% | 99.00% |
| 19/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 65,465 | 50,000 | 54,842 CHF | 42,434 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.29% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,037 CHF | 45,614 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.25% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,983 CHF | 47,237 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.19% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,196 CHF | 47,392 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 49,710 | 54,224 CHF | 45,433 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.37% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 54,553 | 50,000 | 53,812 CHF | 50,071 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.20% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,384 CHF | 53,018 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.44% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 58,642 | 50,000 | 57,483 CHF | 49,747 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.29% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 58,196 | 48,696 | 55,616 CHF | 47,281 CHF | 98.73% | 98.73% |
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