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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 | 1.64% | 0.58 CHF | 0.59 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 105,666 CHF | 107,416 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 89,728 CHF | 91,228 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 96,858 CHF | 98,358 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 86,065 CHF | 87,315 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 96,595 CHF | 97,845 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 102,925 CHF | 104,175 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 101,918 CHF | 103,168 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 108,660 CHF | 109,910 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 104,240 CHF | 105,490 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 109,452 CHF | 110,702 CHF | 100.00% | 100.00% |
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