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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 | 0.69% | 1.39 CHF | 1.40 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,600 CHF | 29,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,530 CHF | 27,965 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,671 CHF | 28,036 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,049 CHF | 29,225 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,034 CHF | 29,717 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 40,000 | 20,000 | 40,000 | 19,804 | 54,740 CHF | 27,305 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,127 CHF | 29,264 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 64,005 CHF | 32,203 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,513 CHF | 31,456 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 40,000 | 20,000 | 30,943 | 19,351 | 52,207 CHF | 32,885 CHF | 99.06% | 99.06% |
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