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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 | 1.29% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,892 CHF | 77,892 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,515 CHF | 58,265 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,027 CHF | 55,777 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 77,307 | 75,000 | 55,303 CHF | 54,420 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 78,454 | 75,000 | 55,884 CHF | 54,203 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,810 | 74,446 | 55,421 CHF | 55,188 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 77,806 | 75,000 | 55,234 CHF | 54,025 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,199 CHF | 50,624 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,604 CHF | 51,004 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 86,983 | 73,699 | 53,906 CHF | 46,492 CHF | 98.73% | 98.73% |
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