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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 | 1.10% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,759 CHF | 110,974 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.24% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,247 CHF | 105,546 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.38% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,346 CHF | 66,257 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.29% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,732 CHF | 65,570 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.90% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 52,089 | 50,000 | 54,399 CHF | 53,404 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.10% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 56,438 | 49,588 | 54,478 CHF | 49,066 CHF | 71.44% | 71.44% |
| 12/11/2024 | 2.49% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 69,983 | 50,000 | 55,549 CHF | 40,689 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.51% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 69,930 | 50,000 | 55,004 CHF | 40,331 CHF | 96.53% | 96.53% |
| 08/11/2024 | 2.25% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 60,400 | 50,000 | 53,201 CHF | 45,057 CHF | 92.92% | 92.92% |
| 07/11/2024 | 2.47% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 48,703 | 52,861 CHF | 43,969 CHF | 99.12% | 99.12% |
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