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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 | 1.47% | 0.65 CHF | 0.66 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 40,502 CHF | 41,102 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 40,205 CHF | 40,805 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 40,264 CHF | 40,864 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,943 CHF | 42,543 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,884 CHF | 43,484 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 38,457 CHF | 39,057 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 39,777 CHF | 40,377 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,714 CHF | 43,314 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 43,755 CHF | 44,355 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 46,772 CHF | 47,372 CHF | 100.00% | 100.00% |
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