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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 | 1.22% | 1.62 CHF | 1.64 CHF | 20,000 | 20,000 | 19,998 | 19,998 | 32,460 CHF | 32,860 CHF | 99.41% | 99.41% |
| 19/11/2024 | 1.29% | 1.54 CHF | 1.56 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 30,835 CHF | 31,235 CHF | 99.66% | 99.66% |
| 18/11/2024 | 1.21% | 1.64 CHF | 1.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 32,751 CHF | 33,151 CHF | 99.85% | 99.85% |
| 15/11/2024 | 1.18% | 1.66 CHF | 1.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 33,812 CHF | 34,212 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.19% | 1.74 CHF | 1.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 33,317 CHF | 33,717 CHF | 98.64% | 98.64% |
| 13/11/2024 | 1.28% | 1.61 CHF | 1.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 31,151 CHF | 31,551 CHF | 99.95% | 99.95% |
| 12/11/2024 | 1.14% | 1.68 CHF | 1.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 34,915 CHF | 35,315 CHF | 99.81% | 99.81% |
| 11/11/2024 | 1.12% | 1.79 CHF | 1.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 35,675 CHF | 36,075 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.17% | 1.69 CHF | 1.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 34,043 CHF | 34,443 CHF | 98.31% | 98.31% |
| 07/11/2024 | 1.14% | 1.74 CHF | 1.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 34,816 CHF | 35,216 CHF | 99.84% | 99.84% |
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