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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 | 1.60% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 87,053 | 75,000 | 54,071 CHF | 47,369 CHF | 94.79% | 94.79% |
| 19/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,976 | 75,000 | 52,433 CHF | 49,339 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.67% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 57,013 | 51,451 | 34,648 CHF | 31,971 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 89,356 | 75,000 | 53,928 CHF | 46,030 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 84,651 | 75,000 | 53,338 CHF | 48,073 CHF | 83.69% | 83.69% |
| 13/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 74,112 | 51,792 CHF | 48,720 CHF | 94.16% | 94.16% |
| 12/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,078 CHF | 49,574 CHF | 84.38% | 84.38% |
| 11/11/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 91,340 | 75,000 | 51,587 CHF | 43,125 CHF | 94.79% | 94.79% |
| 08/11/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 87,218 | 75,000 | 53,838 CHF | 47,076 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 86,092 | 72,251 | 53,756 CHF | 45,818 CHF | 93.52% | 93.52% |
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