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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 | 1.74% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,130 CHF | 58,130 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,068 CHF | 43,818 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,494 CHF | 46,244 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,542 CHF | 48,292 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,750 CHF | 48,500 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 45,967 CHF | 46,712 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,976 CHF | 48,726 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,390 CHF | 52,140 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,287 CHF | 52,037 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 54,110 CHF | 54,854 CHF | 98.73% | 98.73% |
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