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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 | 0.86% | 1.21 CHF | 1.22 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 58,569 CHF | 1,182 CHF | 96.19% | 96.19% |
| 12/11/2024 | 0.90% | 1.18 CHF | 1.19 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 56,488 CHF | 1,140 CHF | 99.54% | 99.54% |
| 11/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 60,000 | 1,000 | 60,000 | 1,000 | 57,218 CHF | 964 CHF | 99.69% | 99.69% |
| 08/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60,000 | 1,000 | 60,000 | 1,000 | 53,489 CHF | 901 CHF | 58.94% | 58.94% |
| 07/11/2024 | 1.17% | 0.78 CHF | 0.79 CHF | 70,000 | 1,000 | 61,637 | 1,000 | 53,016 CHF | 872 CHF | 88.29% | 88.29% |
| 06/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60,000 | 1,000 | 57,170 | 1,000 | 56,246 CHF | 996 CHF | 90.19% | 90.19% |
| 05/11/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 70,000 | 1,000 | 70,000 | 1,000 | 55,370 CHF | 801 CHF | 96.67% | 96.67% |
| 04/11/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 70,000 | 1,000 | 69,153 | 1,000 | 56,822 CHF | 833 CHF | 92.42% | 92.42% |
| 01/11/2024 | 1.33% | 0.79 CHF | 0.80 CHF | 70,000 | 1,000 | 70,000 | 1,000 | 55,136 CHF | 798 CHF | 99.76% | 99.76% |
| 31/10/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 1,000 | 62,977 | 1,000 | 53,150 CHF | 855 CHF | 99.76% | 99.76% |
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