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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 | 1.24% | 0.80 CHF | 0.81 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 42,209 CHF | 42,736 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 44,786 CHF | 45,322 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 47,199 CHF | 47,735 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 51,098 CHF | 51,639 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 55,884 CHF | 56,432 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 53,044 CHF | 53,589 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 1.02 CHF | 1.03 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 54,125 CHF | 54,678 CHF | 68.32% | 100.00% |
| 11/11/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 55,000 | 55,000 | 52,700 | 52,700 | 44,539 CHF | 45,066 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.37% | 0.78 CHF | 0.79 CHF | 54,000 | 54,000 | 51,726 | 51,726 | 37,739 CHF | 38,256 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 51,000 | 51,000 | 49,705 | 49,705 | 25,448 CHF | 25,945 CHF | 98.53% | 98.53% |
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