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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 | 0.65% | 1.49 CHF | 1.50 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,671 CHF | 31,036 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,597 CHF | 29,998 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,725 CHF | 30,062 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,049 CHF | 31,225 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,099 CHF | 31,750 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 40,000 | 20,000 | 40,000 | 19,804 | 58,802 CHF | 29,316 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,200 CHF | 31,300 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 30,000 | 20,000 | 30,066 | 20,000 | 51,157 CHF | 34,232 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 40,000 | 20,000 | 35,653 | 20,000 | 59,144 CHF | 33,456 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 30,000 | 20,000 | 30,000 | 19,351 | 53,692 CHF | 34,851 CHF | 99.06% | 99.06% |
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