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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 | 1.45% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,533 | 75,000 | 54,372 CHF | 52,039 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 57,000 CHF | 57,746 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 76,366 | 75,000 | 55,770 CHF | 55,587 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 77,163 | 75,000 | 55,600 CHF | 54,851 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,004 CHF | 57,754 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 74,666 | 74,146 | 63,848 CHF | 64,154 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.25% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,673 CHF | 60,423 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,769 CHF | 58,519 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,059 CHF | 60,809 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 74,741 | 72,406 | 57,536 CHF | 56,378 CHF | 99.12% | 99.12% |
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