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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 | 0.62% | 1.71 CHF | 1.72 CHF | 30,000 | 1,000 | 36,732 | 1,000 | 61,016 CHF | 1,673 CHF | 93.34% | 93.34% |
| 12/11/2024 | 0.63% | 1.67 CHF | 1.68 CHF | 30,000 | 1,000 | 39,878 | 1,000 | 64,639 CHF | 1,631 CHF | 99.49% | 99.49% |
| 11/11/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 57,745 CHF | 1,454 CHF | 99.64% | 99.64% |
| 08/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 40,000 | 1,000 | 39,999 | 1,000 | 55,046 CHF | 1,386 CHF | 58.86% | 58.86% |
| 07/11/2024 | 0.75% | 1.27 CHF | 1.28 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 53,954 CHF | 1,359 CHF | 88.23% | 88.23% |
| 06/11/2024 | 0.70% | 1.44 CHF | 1.46 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 58,890 CHF | 1,483 CHF | 90.10% | 90.10% |
| 05/11/2024 | 0.80% | 1.28 CHF | 1.30 CHF | 40,000 | 1,000 | 40,038 | 1,000 | 50,880 CHF | 1,281 CHF | 96.73% | 96.73% |
| 04/11/2024 | 0.83% | 1.28 CHF | 1.29 CHF | 40,000 | 1,000 | 40,006 | 1,000 | 52,095 CHF | 1,313 CHF | 92.10% | 92.10% |
| 01/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 40,000 | 1,000 | 40,475 | 1,000 | 51,359 CHF | 1,280 CHF | 99.74% | 99.74% |
| 31/10/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 53,012 CHF | 1,336 CHF | 99.74% | 99.74% |
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