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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 | 1.12% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,511 CHF | 48,464 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,401 CHF | 47,501 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,401 CHF | 47,501 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,661 CHF | 48,573 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 58,297 | 50,000 | 56,040 CHF | 48,619 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 49,704 | 52,769 CHF | 52,963 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,600 CHF | 52,100 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.16% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 59,504 | 50,000 | 57,881 CHF | 49,216 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,340 CHF | 48,283 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.15% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 48,695 | 54,398 CHF | 44,622 CHF | 98.51% | 98.51% |
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