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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 | 1.47% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,526 CHF | 68,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 50,899 CHF | 51,649 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,333 CHF | 54,083 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,080 CHF | 55,830 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,297 CHF | 56,047 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 53,506 CHF | 54,255 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,805 CHF | 56,555 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,245 CHF | 59,995 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,807 CHF | 59,557 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 61,559 CHF | 62,311 CHF | 98.73% | 98.73% |
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