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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 | 0.77% | 1.24 CHF | 1.25 CHF | 50,000 | 20,000 | 41,268 | 20,000 | 53,076 CHF | 25,953 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 40,000 | 20,000 | 46,319 | 20,000 | 57,136 CHF | 24,905 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 40,000 | 20,000 | 45,157 | 20,000 | 55,935 CHF | 25,008 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 40,000 | 20,000 | 40,094 | 20,000 | 52,060 CHF | 26,172 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 52,936 CHF | 26,668 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 50,000 | 20,000 | 47,730 | 19,804 | 57,999 CHF | 24,323 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 52,042 CHF | 26,221 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,905 CHF | 29,152 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 56,423 CHF | 28,412 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 40,000 | 20,000 | 40,000 | 19,351 | 61,425 CHF | 29,931 CHF | 99.06% | 99.06% |
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