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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 | 1.55% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,870 CHF | 64,870 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,765 CHF | 48,515 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,277 CHF | 46,027 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,646 CHF | 44,396 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,703 CHF | 44,453 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 44,762 CHF | 45,507 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,525 CHF | 44,275 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,111 CHF | 40,861 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,504 CHF | 41,254 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 36,151 CHF | 36,911 CHF | 98.73% | 98.73% |
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