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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 | 1.99% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 101,931 | 100,000 | 50,710 CHF | 50,776 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,912 | 100,000 | 52,498 CHF | 48,766 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,007 CHF | 47,370 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,279 CHF | 48,526 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 114,789 | 100,000 | 52,118 CHF | 46,452 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 122,138 | 99,160 | 51,722 CHF | 43,012 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.97% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 102,530 | 100,000 | 51,643 CHF | 51,426 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.68% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,149 CHF | 60,149 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,673 CHF | 58,673 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,479 | 97,395 | 58,122 CHF | 57,916 CHF | 98.73% | 98.73% |
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