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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 | 1.59% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 97,177 | 97,177 | 60,374 CHF | 61,346 CHF | 99.10% | 99.10% |
| 19/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,463 CHF | 62,463 CHF | 97.84% | 97.84% |
| 18/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,473 | 99,473 | 62,655 CHF | 63,649 CHF | 99.21% | 99.21% |
| 15/11/2024 | 1.72% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,751 CHF | 58,751 CHF | 98.67% | 98.67% |
| 14/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,841 CHF | 52,841 CHF | 98.75% | 98.75% |
| 13/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 88,959 | 88,959 | 45,531 CHF | 46,421 CHF | 97.80% | 97.80% |
| 12/11/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 29,823 CHF | 30,453 CHF | 98.69% | 98.69% |
| 11/11/2024 | 2.31% | 0.47 CHF | 0.48 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 27,027 CHF | 27,657 CHF | 98.95% | 98.95% |
| 08/11/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 27,174 CHF | 27,804 CHF | 99.41% | 99.41% |
| 07/11/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 63,000 | 63,000 | 62,991 | 62,991 | 28,638 CHF | 29,268 CHF | 99.10% | 99.10% |
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