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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 | 1.89% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 54,020 | 50,000 | 53,332 CHF | 50,385 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.03% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,436 CHF | 47,145 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.97% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,776 CHF | 48,254 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.33% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,337 CHF | 49,263 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.81% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,089 | 50,000 | 50,939 CHF | 51,779 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.83% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 56,593 | 49,383 | 56,139 CHF | 49,923 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.60% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 59,435 | 50,000 | 58,475 CHF | 49,991 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.62% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 50,024 | 50,000 | 51,506 CHF | 52,327 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.54% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,385 CHF | 49,411 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.79% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 59,729 | 48,444 | 57,934 CHF | 47,862 CHF | 99.12% | 99.12% |
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