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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.51% | 0.61 CHF | 0.62 CHF | 90,000 | 1,000 | 66,273 | 1,000 | 53,934 CHF | 857 CHF | 99.49% | 99.49% |
| 22/11/2024 | 0.95% | 1.11 CHF | 1.13 CHF | 50,000 | 1,000 | 42,239 | 1,000 | 53,766 CHF | 1,292 CHF | 99.02% | 99.02% |
| 20/11/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 70,000 | 1,000 | 62,015 | 1,000 | 54,607 CHF | 898 CHF | 94.86% | 99.66% |
| 19/11/2024 | 1.12% | 1.02 CHF | 1.03 CHF | 50,000 | 1,000 | 55,100 | 1,000 | 54,739 CHF | 1,008 CHF | 99.67% | 99.67% |
| 18/11/2024 | 1.94% | 0.79 CHF | 0.80 CHF | 70,000 | 1,000 | 90,328 | 1,000 | 53,015 CHF | 611 CHF | 98.85% | 98.85% |
| 15/11/2024 | 1.34% | 0.73 CHF | 0.75 CHF | 70,000 | 1,000 | 57,879 | 1,000 | 53,967 CHF | 956 CHF | 96.21% | 96.21% |
| 14/11/2024 | 1.18% | 1.10 CHF | 1.11 CHF | 50,000 | 1,000 | 57,779 | 1,000 | 55,983 CHF | 987 CHF | 99.66% | 99.66% |
| 13/11/2024 | 0.99% | 0.85 CHF | 0.87 CHF | 60,000 | 1,000 | 45,475 | 1,000 | 54,440 CHF | 1,233 CHF | 96.61% | 96.61% |
| 12/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50,000 | 1,000 | 46,660 | 1,000 | 55,190 CHF | 1,203 CHF | 99.59% | 99.59% |
| 11/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 40,000 | 1,000 | 32,167 | 1,000 | 54,551 CHF | 1,724 CHF | 99.66% | 99.66% |
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