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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 | 0.82% | 1.24 CHF | 1.25 CHF | 50,000 | 1,000 | 40,660 | 1,000 | 59,267 CHF | 1,487 CHF | 99.47% | 99.47% |
| 22/11/2024 | 0.63% | 1.74 CHF | 1.76 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 57,299 CHF | 1,922 CHF | 98.99% | 98.99% |
| 20/11/2024 | 0.78% | 1.36 CHF | 1.37 CHF | 40,000 | 1,000 | 40,475 | 1,000 | 60,513 CHF | 1,510 CHF | 99.64% | 99.64% |
| 19/11/2024 | 0.69% | 1.64 CHF | 1.66 CHF | 40,000 | 1,000 | 37,990 | 1,000 | 61,474 CHF | 1,633 CHF | 99.65% | 99.65% |
| 18/11/2024 | 0.95% | 1.41 CHF | 1.43 CHF | 40,000 | 1,000 | 47,212 | 1,000 | 57,529 CHF | 1,239 CHF | 98.84% | 98.84% |
| 15/11/2024 | 0.79% | 1.36 CHF | 1.38 CHF | 40,000 | 1,000 | 39,050 | 1,000 | 61,266 CHF | 1,584 CHF | 96.19% | 96.19% |
| 14/11/2024 | 0.72% | 1.73 CHF | 1.74 CHF | 30,000 | 1,000 | 37,896 | 1,000 | 60,445 CHF | 1,615 CHF | 99.64% | 99.64% |
| 13/11/2024 | 0.64% | 1.47 CHF | 1.49 CHF | 40,000 | 1,000 | 31,614 | 1,000 | 57,817 CHF | 1,857 CHF | 97.31% | 97.31% |
| 12/11/2024 | 0.62% | 1.69 CHF | 1.70 CHF | 30,000 | 1,000 | 30,790 | 1,000 | 55,731 CHF | 1,826 CHF | 99.57% | 99.57% |
| 11/11/2024 | 0.51% | 2.04 CHF | 2.06 CHF | 30,000 | 1,000 | 29,445 | 1,000 | 68,612 CHF | 2,345 CHF | 99.64% | 99.64% |
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