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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 | 2.10% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,109 CHF | 48,109 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 35,485 CHF | 36,235 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 37,973 CHF | 38,723 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,657 CHF | 40,407 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,946 CHF | 40,696 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 38,149 CHF | 38,898 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,444 CHF | 41,194 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,876 CHF | 44,626 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,543 CHF | 44,293 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 46,477 CHF | 47,229 CHF | 98.73% | 98.73% |
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