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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 | 1.28% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,564 CHF | 78,564 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,420 CHF | 59,170 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,868 CHF | 61,618 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,855 CHF | 63,605 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,142 CHF | 63,892 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 61,185 CHF | 61,938 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,337 CHF | 64,087 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,787 CHF | 67,537 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,307 CHF | 67,057 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 69,219 CHF | 69,975 CHF | 98.73% | 98.73% |
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