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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,401 CHF | 49,876 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,827 CHF | 51,213 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,591 CHF | 51,929 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 76,383 | 75,000 | 54,965 CHF | 54,740 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 77,522 | 75,000 | 55,313 CHF | 54,284 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.45% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 79,635 | 75,000 | 54,429 CHF | 52,024 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,618 CHF | 49,142 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 84,971 | 74,437 | 52,946 CHF | 47,172 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 87,892 | 75,000 | 53,392 CHF | 46,357 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 91,592 | 75,000 | 51,346 CHF | 42,809 CHF | 100.00% | 100.00% |
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