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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 | 2.01% | 1.35 CHF | 1.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 59,139 CHF | 60,339 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.15% | 1.47 CHF | 1.50 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 55,409 CHF | 56,609 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.95% | 1.60 CHF | 1.63 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 60,945 CHF | 62,145 CHF | 98.99% | 98.99% |
| 15/11/2024 | 1.88% | 1.40 CHF | 1.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 63,317 CHF | 64,517 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.66% | 1.86 CHF | 1.89 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 71,914 CHF | 73,114 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.68% | 1.75 CHF | 1.78 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 71,008 CHF | 72,208 CHF | 99.88% | 99.88% |
| 12/11/2024 | 1.44% | 1.94 CHF | 1.97 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 82,561 CHF | 83,761 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.35% | 2.23 CHF | 2.26 CHF | 40,000 | 40,000 | 39,981 | 39,981 | 88,416 CHF | 89,616 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.51% | 1.98 CHF | 2.01 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 78,780 CHF | 79,980 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.42% | 2.14 CHF | 2.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 83,901 CHF | 85,101 CHF | 99.67% | 99.67% |
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