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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 | 0.60% | 1.62 CHF | 1.63 CHF | 40,000 | 20,000 | 33,758 | 20,000 | 56,253 CHF | 33,600 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 40,000 | 20,000 | 39,950 | 20,000 | 64,647 CHF | 32,565 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 64,925 CHF | 32,662 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 40,000 | 20,000 | 32,419 | 20,000 | 54,424 CHF | 33,825 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 30,000 | 20,000 | 30,644 | 20,000 | 52,244 CHF | 34,317 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 40,000 | 20,000 | 39,112 | 19,804 | 62,512 CHF | 31,890 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.59% | 1.63 CHF | 1.64 CHF | 40,000 | 20,000 | 32,346 | 20,000 | 54,378 CHF | 33,864 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,904 CHF | 36,803 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,785 CHF | 36,056 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 30,000 | 20,000 | 30,000 | 19,351 | 57,546 CHF | 37,336 CHF | 99.06% | 99.06% |
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