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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 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,618 CHF | 38,085 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,768 CHF | 39,620 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,171 CHF | 39,193 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,169 CHF | 39,192 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 69,515 | 50,000 | 56,522 CHF | 41,164 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 63,423 | 49,448 | 53,102 CHF | 41,917 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 69,932 | 50,000 | 57,765 CHF | 41,802 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,408 CHF | 38,649 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.07% | 0.80 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,065 CHF | 21,505 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 48,696 | 54,700 CHF | 38,556 CHF | 98.73% | 98.73% |
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