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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 | 1.44% | 1.71 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,885 CHF | 44,520 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.45% | 1.64 CHF | 1.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,122 CHF | 41,723 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.44% | 1.58 CHF | 1.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,158 CHF | 38,712 CHF | 84.94% | 84.94% |
| 18/11/2024 | 1.51% | 1.53 CHF | 1.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,319 CHF | 38,901 CHF | 99.54% | 99.54% |
| 15/11/2024 | 2.01% | 1.55 CHF | 1.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,212 CHF | 41,018 CHF | 77.20% | 77.20% |
| 14/11/2024 | 1.52% | 2.64 CHF | 2.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,265 CHF | 53,065 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.61% | 2.62 CHF | 2.66 CHF | 20,000 | 20,000 | 19,822 | 19,822 | 49,944 CHF | 50,748 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.42% | 2.70 CHF | 2.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,962 CHF | 53,721 CHF | 88.40% | 88.40% |
| 11/11/2024 | 1.42% | 2.56 CHF | 2.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 51,828 CHF | 52,570 CHF | 98.45% | 98.45% |
| 08/11/2024 | 1.52% | 2.46 CHF | 2.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,118 CHF | 61,036 CHF | 100.00% | 100.00% |
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