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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 | 1.06% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,982 | 50,000 | 57,848 CHF | 48,736 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 51,213 | 50,000 | 51,385 CHF | 50,708 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,352 CHF | 49,157 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.11% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 57,287 | 50,000 | 56,602 CHF | 50,024 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.17% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,317 CHF | 48,325 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.14% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 59,681 | 49,700 | 57,586 CHF | 48,511 CHF | 98.35% | 98.35% |
| 12/11/2024 | 1.33% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,434 CHF | 45,967 CHF | 99.93% | 99.93% |
| 11/11/2024 | 1.35% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,572 CHF | 43,560 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.15% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,179 CHF | 46,515 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.24% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 48,695 | 54,907 CHF | 45,101 CHF | 98.50% | 98.50% |
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