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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 71,066 | 35,126 | 52,667 CHF | 26,651 CHF | 99.66% | 99.66% |
| 22/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 78,885 | 35,139 | 54,899 CHF | 24,872 CHF | 99.57% | 99.57% |
| 20/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 63,197 | 35,128 | 54,746 CHF | 30,797 CHF | 99.66% | 99.66% |
| 19/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 63,197 | 35,126 | 55,708 CHF | 31,351 CHF | 99.66% | 99.66% |
| 18/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 63,196 | 35,124 | 59,583 CHF | 33,329 CHF | 99.67% | 99.67% |
| 15/11/2024 | 2.65% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 30,225 | 22,438 | 29,251 CHF | 21,674 CHF | 98.19% | 98.19% |
| 14/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 55,331 | 35,137 | 57,395 CHF | 36,787 CHF | 99.56% | 99.56% |
| 13/11/2024 | 0.89% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 55,439 | 35,443 | 61,835 CHF | 39,600 CHF | 97.60% | 97.60% |
| 12/11/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 55,328 | 35,126 | 61,765 CHF | 39,488 CHF | 99.65% | 99.65% |
| 11/11/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 47,480 | 35,123 | 60,476 CHF | 44,986 CHF | 99.66% | 99.66% |
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