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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.54% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 53,815 | 53,402 | 103,395 CHF | 103,138 CHF | 97.13% | 97.13% |
| 12/11/2024 | 0.57% | 1.92 CHF | 1.93 CHF | 75,000 | 75,000 | 53,241 | 52,718 | 100,133 CHF | 99,708 CHF | 99.53% | 99.53% |
| 11/11/2024 | 0.63% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 53,206 | 52,676 | 90,353 CHF | 89,999 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.68% | 1.61 CHF | 1.63 CHF | 40,000 | 25,000 | 40,000 | 24,866 | 65,281 CHF | 40,864 CHF | 58.91% | 58.91% |
| 07/11/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 52,749 | 51,155 | 84,226 CHF | 82,146 CHF | 88.28% | 88.28% |
| 06/11/2024 | 0.62% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 40,660 | 36,775 | 70,236 CHF | 63,907 CHF | 90.18% | 90.18% |
| 05/11/2024 | 0.71% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 54,714 | 53,495 | 83,418 CHF | 82,127 CHF | 96.63% | 96.63% |
| 04/11/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 48,096 | 36,002 | 74,697 CHF | 56,193 CHF | 92.35% | 92.35% |
| 01/11/2024 | 0.71% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 51,842 | 41,917 | 78,941 CHF | 64,234 CHF | 99.75% | 99.75% |
| 31/10/2024 | 0.69% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 51,853 | 41,933 | 81,728 CHF | 66,441 CHF | 99.75% | 99.75% |
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