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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 | 0.89% | 1.69 CHF | 1.70 CHF | 30,000 | 25,000 | 35,082 | 25,000 | 58,353 CHF | 42,051 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 1.62 CHF | 1.64 CHF | 40,000 | 25,000 | 30,467 | 23,353 | 52,222 CHF | 40,761 CHF | 94.92% | 94.92% |
| 18/11/2024 | 0.85% | 1.92 CHF | 1.93 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,805 CHF | 47,740 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 1.90 CHF | 1.92 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,456 CHF | 48,276 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.99 CHF | 2.00 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,989 CHF | 49,558 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.87% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 24,964 | 57,269 CHF | 48,075 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.82% | 2.03 CHF | 2.05 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,306 CHF | 52,348 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.71% | 2.13 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,262 CHF | 54,773 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 2.10 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,335 CHF | 52,345 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 2.06 CHF | 2.07 CHF | 30,000 | 25,000 | 30,000 | 24,741 | 63,318 CHF | 52,644 CHF | 99.06% | 99.06% |
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