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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 | 1.53% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,004 CHF | 66,004 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,012 CHF | 69,012 CHF | 93.14% | 93.14% |
| 18/11/2024 | 1.30% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,384 CHF | 78,392 CHF | 93.17% | 93.17% |
| 15/11/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,216 CHF | 91,289 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.15% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,374 CHF | 76,244 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.25% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 74,665 | 74,442 | 70,920 CHF | 71,595 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.08% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,417 CHF | 93,418 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.63% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 61,884 | 61,884 | 49,609 CHF | 50,754 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.11% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,145 CHF | 89,128 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.65% | 1.10 CHF | 1.13 CHF | 50,000 | 25,000 | 34,239 | 18,707 | 35,294 CHF | 20,563 CHF | 88.62% | 88.62% |
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