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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 | 0.85% | 1.80 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,859 CHF | 136,009 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 1.77 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,459 CHF | 130,705 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.14% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,083 CHF | 83,023 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,476 CHF | 82,350 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.44% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,144 CHF | 70,144 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.57% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 49,839 | 49,597 | 64,996 CHF | 65,695 CHF | 73.18% | 73.18% |
| 12/11/2024 | 1.76% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,393 CHF | 57,393 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.77% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,113 CHF | 57,113 CHF | 96.53% | 96.53% |
| 08/11/2024 | 1.63% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,782 CHF | 61,782 CHF | 92.92% | 92.92% |
| 07/11/2024 | 1.85% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 48,703 | 60,798 CHF | 60,317 CHF | 99.12% | 99.12% |
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