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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 | 1.21% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 67,627 | 50,000 | 55,648 CHF | 41,674 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 69,885 | 50,000 | 56,266 CHF | 40,781 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.33% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,283 CHF | 40,741 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 68,363 | 50,000 | 56,498 CHF | 41,838 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.20% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 64,697 | 50,000 | 53,412 CHF | 41,880 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 49,704 | 55,225 CHF | 46,257 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,851 CHF | 45,376 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 63,662 | 50,000 | 53,316 CHF | 42,413 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 68,662 | 50,000 | 56,351 CHF | 41,554 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.35% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 48,695 | 53,986 CHF | 38,029 CHF | 98.51% | 98.51% |
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