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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 | 1.48% | 1.75 CHF | 1.77 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 55,270 CHF | 18,698 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.60% | 1.76 CHF | 1.79 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,333 CHF | 18,403 CHF | 84.94% | 84.94% |
| 18/11/2024 | 1.51% | 1.93 CHF | 1.96 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,930 CHF | 18,589 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.92% | 1.86 CHF | 1.89 CHF | 30,000 | 10,000 | 20,884 | 8,177 | 39,913 CHF | 15,955 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.30% | 2.00 CHF | 2.02 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,394 CHF | 20,057 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.54% | 1.69 CHF | 1.72 CHF | 30,000 | 10,000 | 30,513 | 9,938 | 52,782 CHF | 17,469 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.62% | 1.71 CHF | 1.74 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,189 CHF | 18,357 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.44% | 1.95 CHF | 1.98 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,314 CHF | 20,059 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.59% | 1.96 CHF | 1.99 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 60,958 CHF | 20,645 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.22% | 2.16 CHF | 2.19 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 66,674 CHF | 22,497 CHF | 39.69% | 39.69% |
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