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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 | 1.38% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,521 | 75,521 | 54,239 CHF | 54,994 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,529 CHF | 65,279 CHF | 99.86% | 99.86% |
| 18/11/2024 | 1.26% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,164 CHF | 59,914 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,254 CHF | 58,004 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,780 | 75,780 | 52,639 CHF | 53,397 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,039 | 75,039 | 55,305 CHF | 56,056 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.09% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 119,510 | 119,510 | 56,741 CHF | 57,936 CHF | 99.70% | 99.70% |
| 11/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 124,963 | 124,963 | 54,293 CHF | 55,543 CHF | 99.90% | 99.90% |
| 08/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,942 | 100,942 | 57,247 CHF | 58,257 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.99% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 114,282 | 114,282 | 56,769 CHF | 57,911 CHF | 99.90% | 99.90% |
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