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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 | 2.06% | 1.35 CHF | 1.38 CHF | 50,000 | 50,000 | 51,423 | 51,423 | 74,017 CHF | 75,559 CHF | 99.48% | 99.48% |
| 19/11/2024 | 2.31% | 1.34 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,274 CHF | 98,524 CHF | 90.57% | 90.57% |
| 18/11/2024 | 2.37% | 1.34 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,933 CHF | 96,183 CHF | 99.17% | 99.17% |
| 15/11/2024 | 2.41% | 1.21 CHF | 1.24 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 92,199 CHF | 94,445 CHF | 85.90% | 85.90% |
| 14/11/2024 | 2.17% | 1.36 CHF | 1.39 CHF | 50,000 | 50,000 | 52,373 | 52,373 | 71,575 CHF | 73,146 CHF | 98.79% | 98.79% |
| 13/11/2024 | 1.22% | 1.46 CHF | 1.49 CHF | 50,000 | 50,000 | 59,573 | 59,573 | 79,981 CHF | 80,973 CHF | 89.61% | 89.61% |
| 12/11/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 48,477 CHF | 48,857 CHF | 99.04% | 99.04% |
| 11/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 44,203 CHF | 44,583 CHF | 99.19% | 99.19% |
| 08/11/2024 | 0.89% | 1.07 CHF | 1.08 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 42,537 CHF | 42,917 CHF | 98.61% | 98.61% |
| 07/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 39,748 CHF | 40,128 CHF | 99.28% | 99.28% |
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