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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 | 1.50% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,056 CHF | 67,056 CHF | 90.20% | 90.20% |
| 19/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,654 CHF | 69,654 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.88% | 0.66 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,699 CHF | 67,965 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 87,631 | 75,000 | 54,001 CHF | 46,994 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,121 CHF | 62,121 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,559 | 99,159 | 65,347 CHF | 66,091 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.64% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 88,514 | 75,000 | 53,427 CHF | 46,085 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 91,849 | 75,000 | 51,541 CHF | 42,855 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 89,535 | 75,000 | 54,531 CHF | 46,436 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 98,958 | 97,396 | 60,347 CHF | 60,322 CHF | 98.73% | 98.73% |
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