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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% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,359 CHF | 122,697 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.07% | 1.59 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,959 CHF | 117,205 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.28% | 1.49 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,083 CHF | 74,023 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.37% | 1.44 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,476 CHF | 73,476 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.88% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,144 CHF | 61,283 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.05% | 1.07 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 49,597 | 56,203 CHF | 56,901 CHF | 73.19% | 73.19% |
| 12/11/2024 | 2.09% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,871 CHF | 48,393 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.10% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,536 CHF | 48,113 CHF | 96.53% | 96.53% |
| 08/11/2024 | 1.91% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 50,897 | 50,000 | 52,671 CHF | 52,782 CHF | 92.92% | 92.92% |
| 07/11/2024 | 2.01% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 48,703 | 51,882 CHF | 51,551 CHF | 99.12% | 99.12% |
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