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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 | 2.12% | 1.15 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,037 CHF | 59,279 CHF | 14.13% | 100.00% |
| 19/11/2024 | 1.89% | 1.15 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,438 CHF | 56,496 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.82% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,360 | 44,613 | 54,263 CHF | 49,257 CHF | 94.39% | 94.39% |
| 15/11/2024 | 1.43% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 52,135 | 50,000 | 53,933 CHF | 52,576 CHF | 88.05% | 88.05% |
| 14/11/2024 | 1.81% | 1.28 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,915 CHF | 63,045 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.87% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 49,375 | 60,286 CHF | 60,654 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.90% | 1.21 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,685 CHF | 61,851 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.86% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,886 CHF | 64,064 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.11% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,627 CHF | 62,943 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.24% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 48,444 | 58,590 CHF | 58,106 CHF | 99.23% | 99.23% |
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