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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 | 1.22% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,620 | 75,620 | 61,884 CHF | 62,640 CHF | 99.27% | 99.27% |
| 19/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 98,213 | 98,213 | 62,456 CHF | 63,438 CHF | 98.79% | 98.79% |
| 18/11/2024 | 1.34% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,261 | 75,261 | 55,763 CHF | 56,516 CHF | 99.05% | 99.05% |
| 15/11/2024 | 1.02% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 62,221 | 62,221 | 60,449 CHF | 61,071 CHF | 99.47% | 99.47% |
| 14/11/2024 | 1.13% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 71,172 | 71,172 | 62,495 CHF | 63,207 CHF | 99.49% | 99.49% |
| 13/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 69,913 | 69,913 | 51,551 CHF | 52,250 CHF | 97.11% | 97.11% |
| 12/11/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 63,000 | 63,000 | 64,415 | 64,415 | 26,485 CHF | 27,129 CHF | 99.05% | 99.05% |
| 11/11/2024 | 2.74% | 0.39 CHF | 0.40 CHF | 75,000 | 75,000 | 74,933 | 74,934 | 26,980 CHF | 27,729 CHF | 99.36% | 99.36% |
| 08/11/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 88,000 | 88,000 | 83,917 | 83,917 | 27,833 CHF | 28,672 CHF | 99.38% | 99.38% |
| 07/11/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 88,000 | 88,000 | 88,147 | 88,147 | 27,640 CHF | 28,521 CHF | 99.32% | 99.32% |
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