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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% | 0.72 CHF | 0.73 CHF | 70,000 | 20,000 | 70,027 | 20,000 | 54,316 CHF | 15,714 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 70,000 | 20,000 | 74,109 | 20,000 | 53,521 CHF | 14,666 CHF | 91.41% | 91.41% |
| 18/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70,000 | 20,000 | 73,243 | 20,000 | 53,228 CHF | 14,753 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 70,000 | 20,000 | 69,584 | 20,000 | 54,683 CHF | 15,924 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.23% | 0.87 CHF | 0.88 CHF | 60,000 | 20,000 | 67,413 | 20,000 | 54,520 CHF | 16,410 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70,000 | 20,000 | 77,117 | 19,804 | 54,263 CHF | 14,176 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.26% | 0.74 CHF | 0.75 CHF | 70,000 | 20,000 | 69,729 | 20,000 | 55,102 CHF | 16,009 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,182 CHF | 18,927 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 54,035 CHF | 18,212 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 20,000 | 50,443 | 19,351 | 51,683 CHF | 20,049 CHF | 99.06% | 99.06% |
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