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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 | 1.45% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,196 | 75,196 | 51,636 CHF | 52,387 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 96,619 | 96,619 | 60,073 CHF | 61,039 CHF | 99.88% | 99.88% |
| 18/11/2024 | 1.51% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 91,657 | 91,657 | 60,256 CHF | 61,172 CHF | 99.90% | 99.90% |
| 15/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 98,972 | 98,972 | 63,980 CHF | 64,970 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.60% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,743 | 99,743 | 61,805 CHF | 62,802 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.59% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 97,827 | 97,827 | 61,270 CHF | 62,248 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,038 CHF | 53,788 CHF | 99.70% | 99.70% |
| 11/11/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,696 CHF | 56,446 CHF | 99.91% | 99.91% |
| 08/11/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,124 CHF | 55,874 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,654 CHF | 59,404 CHF | 99.89% | 99.89% |
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