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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% | 1.25 CHF | 1.26 CHF | 40,000 | 20,000 | 40,117 | 20,000 | 52,217 CHF | 26,236 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 40,000 | 20,000 | 44,513 | 20,000 | 55,556 CHF | 25,198 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 40,000 | 20,000 | 44,135 | 20,000 | 55,267 CHF | 25,279 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 52,481 CHF | 26,440 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.40 CHF | 1.41 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 53,499 CHF | 26,950 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50,000 | 20,000 | 47,458 | 19,804 | 58,279 CHF | 24,581 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.76% | 1.26 CHF | 1.27 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 52,642 CHF | 26,521 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 58,506 CHF | 29,453 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,039 CHF | 28,719 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 19,351 | 62,035 CHF | 30,228 CHF | 99.06% | 99.06% |
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