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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 61,460 | 50,000 | 52,016 CHF | 42,847 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,406 | 50,000 | 51,777 CHF | 43,367 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 64,461 | 49,465 | 53,676 CHF | 41,777 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 63,569 | 50,000 | 53,260 CHF | 42,434 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,581 CHF | 40,915 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,739 CHF | 38,885 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.44% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,636 CHF | 39,594 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 49,375 | 53,794 CHF | 38,450 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.42% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,361 CHF | 43,412 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,646 CHF | 47,705 CHF | 100.00% | 100.00% |
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