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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 | 2.64% | 1.22 CHF | 1.25 CHF | 50,000 | 20,000 | 43,485 | 20,000 | 55,178 CHF | 26,142 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.69% | 1.23 CHF | 1.26 CHF | 50,000 | 20,000 | 48,675 | 20,000 | 59,199 CHF | 25,018 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.12% | 1.23 CHF | 1.27 CHF | 50,000 | 20,000 | 50,000 | 17,243 | 60,690 CHF | 21,588 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.57% | 1.26 CHF | 1.30 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 51,144 CHF | 26,237 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.43% | 1.33 CHF | 1.37 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 52,567 CHF | 26,930 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.66% | 1.26 CHF | 1.29 CHF | 40,000 | 20,000 | 47,821 | 19,750 | 58,615 CHF | 24,891 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.58% | 1.25 CHF | 1.29 CHF | 40,000 | 20,000 | 40,006 | 20,000 | 51,705 CHF | 26,523 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.28% | 1.34 CHF | 1.37 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 56,079 CHF | 28,687 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.38% | 1.34 CHF | 1.37 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 53,307 CHF | 27,297 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.57% | 1.30 CHF | 1.34 CHF | 40,000 | 20,000 | 40,000 | 19,349 | 52,414 CHF | 26,039 CHF | 98.73% | 98.73% |
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