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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 | 1.46% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,264 CHF | 69,264 CHF | 90.21% | 90.21% |
| 19/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,003 CHF | 67,003 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,893 CHF | 68,893 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,006 CHF | 55,756 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,879 CHF | 74,879 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.46% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,559 | 99,159 | 69,042 CHF | 69,771 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.33% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 75,635 | 75,000 | 56,644 CHF | 56,956 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,483 CHF | 60,233 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,165 CHF | 56,915 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.41% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 98,958 | 97,396 | 73,934 CHF | 73,854 CHF | 98.73% | 98.73% |
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