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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 | 0.83% | 1.95 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,224 CHF | 147,447 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 1.92 CHF | 1.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,796 CHF | 142,209 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.92% | 1.82 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,757 CHF | 90,583 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,070 CHF | 89,976 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.30% | 1.62 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,783 CHF | 77,783 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.40% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 49,839 | 49,597 | 72,609 CHF | 73,271 CHF | 73.19% | 73.19% |
| 12/11/2024 | 1.55% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,010 CHF | 65,010 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.56% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,685 CHF | 64,685 CHF | 96.53% | 96.53% |
| 08/11/2024 | 1.45% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,366 CHF | 69,366 CHF | 92.92% | 92.92% |
| 07/11/2024 | 1.53% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 49,481 | 48,703 | 67,843 CHF | 67,788 CHF | 99.12% | 99.12% |
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