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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 | 2.02% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,102 CHF | 58,264 CHF | 90.21% | 90.21% |
| 19/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,765 CHF | 55,765 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,676 CHF | 57,676 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 85,804 | 75,000 | 53,335 CHF | 47,403 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,654 CHF | 63,654 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.05% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,779 | 99,159 | 58,034 CHF | 58,863 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.56% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 81,623 | 75,000 | 51,907 CHF | 48,518 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,468 CHF | 51,814 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,747 | 75,000 | 51,442 CHF | 48,543 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.65% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,479 | 97,396 | 63,184 CHF | 62,974 CHF | 98.73% | 98.73% |
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