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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 | 1.44% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,898 CHF | 69,898 CHF | 90.21% | 90.21% |
| 19/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,473 CHF | 72,473 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,505 CHF | 70,505 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,532 CHF | 49,061 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,974 CHF | 64,974 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,559 | 99,159 | 68,182 CHF | 68,913 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.57% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 84,569 | 75,000 | 53,460 CHF | 48,233 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,024 CHF | 44,936 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.81% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,422 | 75,000 | 51,045 CHF | 48,481 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 98,958 | 97,396 | 62,950 CHF | 62,880 CHF | 98.73% | 98.73% |
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