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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 | 0.96% | 1.58 CHF | 1.60 CHF | 40,000 | 25,000 | 39,833 | 25,000 | 62,201 CHF | 39,426 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.05% | 1.52 CHF | 1.54 CHF | 40,000 | 25,000 | 32,299 | 23,353 | 51,989 CHF | 38,308 CHF | 94.92% | 94.92% |
| 18/11/2024 | 0.87% | 1.81 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,635 CHF | 45,088 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 1.80 CHF | 1.81 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,273 CHF | 45,630 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 1.88 CHF | 1.90 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,848 CHF | 46,941 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.87% | 1.85 CHF | 1.86 CHF | 30,000 | 25,000 | 30,000 | 24,964 | 54,133 CHF | 45,440 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.81% | 1.93 CHF | 1.94 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,162 CHF | 49,701 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 2.02 CHF | 2.04 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,077 CHF | 52,161 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 1.99 CHF | 2.01 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,191 CHF | 49,730 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 24,741 | 60,164 CHF | 50,038 CHF | 99.06% | 99.06% |
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