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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 | 1.70% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,630 CHF | 44,608 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 97,948 | 75,000 | 53,607 CHF | 41,823 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 95,347 | 75,000 | 52,771 CHF | 42,295 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 90,730 | 75,000 | 53,173 CHF | 44,726 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 84,187 | 75,000 | 52,602 CHF | 47,651 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,603 | 74,437 | 52,174 CHF | 48,954 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 79,940 | 75,000 | 53,056 CHF | 50,530 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,131 | 75,000 | 56,183 CHF | 54,008 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,423 | 75,000 | 56,056 CHF | 53,692 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 74,999 | 73,704 | 56,245 CHF | 56,052 CHF | 99.23% | 99.23% |
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