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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 | 1.69% | 1.49 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,165 CHF | 80,509 CHF | 13.09% | 98.96% |
| 19/11/2024 | 1.63% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,036 CHF | 77,279 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.63% | 1.58 CHF | 1.60 CHF | 50,000 | 50,000 | 47,794 | 43,383 | 74,647 CHF | 68,708 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.30% | 1.64 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,070 CHF | 87,194 CHF | 67.80% | 67.80% |
| 14/11/2024 | 1.32% | 1.81 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,804 CHF | 89,980 CHF | 55.47% | 55.47% |
| 13/11/2024 | 1.45% | 1.71 CHF | 1.74 CHF | 50,000 | 50,000 | 49,144 | 48,816 | 85,117 CHF | 85,770 CHF | 52.35% | 52.35% |
| 12/11/2024 | - | 1.86 CHF | 1.94 CHF | 30,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 11/11/2024 | - | 1.90 CHF | 1.99 CHF | 30,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 08/11/2024 | 1.31% | 1.92 CHF | 1.94 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,460 CHF | 50,201 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.09% | 1.93 CHF | 1.97 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 56,747 CHF | 38,631 CHF | 4.97% | 4.97% |
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