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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 | 1.22% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 65,289 | 53,409 | 55,582 CHF | 46,079 CHF | 97.09% | 97.09% |
| 12/11/2024 | 1.33% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 71,026 | 52,726 | 57,602 CHF | 43,476 CHF | 99.48% | 99.48% |
| 11/11/2024 | 1.71% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 81,624 | 52,682 | 51,764 CHF | 33,906 CHF | 99.64% | 99.64% |
| 08/11/2024 | 1.86% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 90,666 | 24,866 | 52,273 CHF | 14,620 CHF | 58.86% | 58.86% |
| 07/11/2024 | 1.92% | 0.47 CHF | 0.55 CHF | 110,000 | 50,000 | 92,216 | 45,889 | 52,059 CHF | 26,307 CHF | 63.03% | 88.23% |
| 06/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 79,924 | 36,787 | 53,387 CHF | 24,925 CHF | 90.09% | 90.09% |
| 05/11/2024 | - | 0.49 CHF | - CHF | 110,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.74% |
| 04/11/2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 101,172 | 36,035 | 51,614 CHF | 18,608 CHF | 92.09% | 92.09% |
| 01/11/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,794 | 41,919 | 52,281 CHF | 20,131 CHF | 99.74% | 99.74% |
| 31/10/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,020 | 41,937 | 53,175 CHF | 22,519 CHF | 99.74% | 99.74% |
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