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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 | 0.85% | 1.13 CHF | 1.14 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 58,952 CHF | 23,781 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,357 CHF | 22,743 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,520 CHF | 22,808 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 50,000 | 20,000 | 49,853 | 20,000 | 59,310 CHF | 23,998 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 1.27 CHF | 1.28 CHF | 40,000 | 20,000 | 47,643 | 20,000 | 57,776 CHF | 24,500 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50,000 | 20,000 | 50,000 | 19,804 | 55,425 CHF | 22,156 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.84% | 1.14 CHF | 1.15 CHF | 50,000 | 20,000 | 49,929 | 20,000 | 59,529 CHF | 24,048 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 53,581 CHF | 26,990 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 52,113 CHF | 26,256 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 40,000 | 20,000 | 40,000 | 19,351 | 57,127 CHF | 27,853 CHF | 99.06% | 99.06% |
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