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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 | 1.89% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,526 CHF | 53,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 98,724 | 75,000 | 52,146 CHF | 40,399 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 91,162 | 75,000 | 51,139 CHF | 42,833 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,596 CHF | 44,580 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,856 CHF | 44,797 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,031 | 74,446 | 51,480 CHF | 43,321 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,466 CHF | 45,305 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 81,042 | 75,000 | 51,841 CHF | 48,745 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 82,452 | 75,000 | 52,234 CHF | 48,307 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 79,985 | 73,699 | 54,846 CHF | 51,264 CHF | 98.73% | 98.73% |
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