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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 | 1.19% | 1.62 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,456 CHF | 84,456 CHF | 91.97% | 91.97% |
| 19/11/2024 | 1.33% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,495 CHF | 75,495 CHF | 97.24% | 97.24% |
| 18/11/2024 | 1.25% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,407 CHF | 80,407 CHF | 99.26% | 99.26% |
| 15/11/2024 | 1.09% | 1.70 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,282 CHF | 92,282 CHF | 99.48% | 99.48% |
| 14/11/2024 | 1.15% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,422 CHF | 87,422 CHF | 98.31% | 98.31% |
| 13/11/2024 | 1.32% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 44,557 | 44,557 | 67,539 CHF | 68,430 CHF | 97.60% | 97.60% |
| 12/11/2024 | 1.90% | 1.09 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,074 CHF | 26,574 CHF | 99.03% | 99.03% |
| 11/11/2024 | 2.03% | 1.02 CHF | 1.04 CHF | 25,000 | 25,000 | 35,834 | 35,834 | 34,845 CHF | 35,561 CHF | 99.37% | 99.37% |
| 08/11/2024 | 2.17% | 0.92 CHF | 0.94 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 34,711 CHF | 35,471 CHF | 99.47% | 99.47% |
| 07/11/2024 | 2.28% | 0.90 CHF | 0.92 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 32,897 CHF | 33,657 CHF | 99.34% | 99.34% |
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