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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | - | 1.34 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.62% |
| 20/11/2024 | - | 1.02 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.65% |
| 19/11/2024 | - | 1.13 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.10% |
| 18/11/2024 | - | 1.15 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.73% |
| 15/11/2024 | - | 0.60 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
| 14/11/2024 | - | 0.85 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
| 13/11/2024 | - | 0.90 CHF | - CHF | 60,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 18.82% |
| 12/11/2024 | - | 1.06 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.02% |
| 11/11/2024 | 0.83% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 49,778 | 30,384 | 59,796 CHF | 37,195 CHF | 98.36% | 98.36% |
| 08/11/2024 | 1.75% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 92,731 | 29,270 | 52,519 CHF | 17,693 CHF | 93.84% | 93.84% |
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