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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 | 1.65% | 0.59 CHF | 0.60 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 105,411 CHF | 107,161 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 91,273 CHF | 92,773 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 102,963 CHF | 104,463 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 102,923 CHF | 104,423 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 105,268 CHF | 106,768 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 99,910 CHF | 101,410 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 103,681 CHF | 105,181 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 114,229 CHF | 115,729 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 113,605 CHF | 115,105 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 118,835 CHF | 120,335 CHF | 100.00% | 100.00% |
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