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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 | 1.43% | 0.72 CHF | 0.74 CHF | 70,000 | 1,000 | 70,009 | 1,000 | 54,344 CHF | 787 CHF | 99.65% | 99.65% |
| 19/11/2024 | 1.52% | 0.73 CHF | 0.74 CHF | 70,000 | 1,000 | 71,301 | 1,000 | 52,872 CHF | 754 CHF | 99.63% | 99.63% |
| 18/11/2024 | 1.47% | 0.77 CHF | 0.78 CHF | 70,000 | 1,000 | 70,634 | 1,000 | 53,121 CHF | 764 CHF | 99.67% | 99.67% |
| 15/11/2024 | 1.46% | 0.76 CHF | 0.77 CHF | 70,000 | 1,000 | 70,000 | 1,000 | 54,711 CHF | 793 CHF | 99.60% | 99.60% |
| 14/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 60,000 | 1,000 | 50,883 | 1,000 | 53,310 CHF | 1,060 CHF | 99.66% | 99.66% |
| 13/11/2024 | 1.09% | 1.14 CHF | 1.16 CHF | 50,000 | 1,000 | 50,699 | 1,000 | 52,041 CHF | 1,038 CHF | 96.65% | 96.65% |
| 12/11/2024 | 1.07% | 0.95 CHF | 0.97 CHF | 60,000 | 1,000 | 50,891 | 1,000 | 54,168 CHF | 1,078 CHF | 99.68% | 99.68% |
| 11/11/2024 | 0.98% | 1.06 CHF | 1.08 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 57,499 CHF | 1,161 CHF | 98.76% | 98.76% |
| 08/11/2024 | 1.31% | 1.04 CHF | 1.06 CHF | 50,000 | 1,000 | 63,113 | 1,000 | 54,094 CHF | 874 CHF | 99.68% | 99.68% |
| 07/11/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 60,000 | 1,000 | 60,595 | 1,000 | 56,415 CHF | 944 CHF | 99.66% | 99.66% |
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