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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 | 1.28% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,009 CHF | 95,224 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.44% | 1.23 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,705 CHF | 89,997 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.81% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,846 CHF | 55,846 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.61% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,194 | 50,000 | 54,542 CHF | 55,232 CHF | 99.99% | 99.99% |
| 14/11/2024 | 2.36% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 64,078 | 50,000 | 53,573 CHF | 43,021 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.59% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 69,467 | 49,651 | 54,101 CHF | 39,863 CHF | 84.45% | 84.45% |
| 12/11/2024 | 3.36% | 0.63 CHF | 0.65 CHF | 75,284 | 50,000 | 74,469 | 50,000 | 43,562 CHF | 30,245 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.40% | 0.57 CHF | 0.59 CHF | 74,063 | 50,000 | 74,158 | 50,000 | 42,921 CHF | 29,935 CHF | 96.53% | 96.53% |
| 08/11/2024 | 2.94% | 0.63 CHF | 0.65 CHF | 74,541 | 50,000 | 75,283 | 50,000 | 50,620 CHF | 34,614 CHF | 92.92% | 92.92% |
| 07/11/2024 | 3.08% | 0.67 CHF | 0.69 CHF | 75,239 | 50,000 | 75,522 | 48,703 | 50,753 CHF | 33,742 CHF | 99.12% | 99.12% |
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