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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 50,000 | 1,000 | 45,720 | 1,000 | 55,695 CHF | 1,241 CHF | 99.64% | 99.64% |
| 19/11/2024 | 0.83% | 1.38 CHF | 1.39 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 54,164 CHF | 1,365 CHF | 99.64% | 99.64% |
| 18/11/2024 | 1.21% | 1.14 CHF | 1.16 CHF | 50,000 | 1,000 | 57,267 | 1,000 | 54,463 CHF | 970 CHF | 98.83% | 98.83% |
| 15/11/2024 | 0.96% | 1.09 CHF | 1.11 CHF | 50,000 | 1,000 | 41,954 | 1,000 | 54,310 CHF | 1,315 CHF | 96.19% | 96.19% |
| 14/11/2024 | 0.86% | 1.46 CHF | 1.47 CHF | 40,000 | 1,000 | 40,963 | 1,000 | 54,546 CHF | 1,346 CHF | 99.64% | 99.64% |
| 13/11/2024 | 0.75% | 1.21 CHF | 1.22 CHF | 50,000 | 1,000 | 36,598 | 1,000 | 57,012 CHF | 1,590 CHF | 96.79% | 96.79% |
| 12/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 40,000 | 1,000 | 38,771 | 1,000 | 59,779 CHF | 1,559 CHF | 99.57% | 99.57% |
| 11/11/2024 | 0.58% | 1.77 CHF | 1.79 CHF | 30,000 | 1,000 | 30,004 | 1,000 | 62,015 CHF | 2,079 CHF | 99.64% | 99.64% |
| 08/11/2024 | 0.45% | 2.48 CHF | 2.50 CHF | 30,000 | 1,000 | 21,735 | 1,000 | 56,575 CHF | 2,630 CHF | 99.36% | 99.36% |
| 07/11/2024 | 0.56% | 2.40 CHF | 2.41 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 60,680 CHF | 2,034 CHF | 99.07% | 99.07% |
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