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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 | 3.13% | 0.66 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,565 CHF | 32,565 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.81% | 0.59 CHF | 0.61 CHF | 50,000 | 50,000 | 49,995 | 49,995 | 35,765 CHF | 36,755 CHF | 91.57% | 96.50% |
| 18/11/2024 | 2.09% | 0.97 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,263 CHF | 48,263 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.07% | 0.95 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,921 CHF | 48,921 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.93% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,201 CHF | 52,201 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.06% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,247 CHF | 49,247 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.72% | 1.11 CHF | 1.13 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 46,165 CHF | 46,965 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.56% | 1.21 CHF | 1.23 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 50,894 CHF | 51,694 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.71% | 1.18 CHF | 1.20 CHF | 40,000 | 40,000 | 49,065 | 49,065 | 56,842 CHF | 57,823 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.66% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 43,108 | 43,108 | 51,556 CHF | 52,418 CHF | 100.00% | 100.00% |
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