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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 | 1.83% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,008 CHF | 55,008 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.88% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,653 CHF | 53,653 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.10% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 43,384 | 52,237 CHF | 46,276 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.97% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 52,397 | 50,000 | 52,688 CHF | 51,325 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.05% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,786 CHF | 49,150 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.99% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 49,436 | 57,801 CHF | 48,579 CHF | 99.40% | 99.40% |
| 12/11/2024 | 2.00% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 56,990 | 50,000 | 56,471 CHF | 50,568 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.92% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,533 CHF | 52,533 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.00% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 56,621 | 50,000 | 55,934 CHF | 50,430 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.00% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 48,746 | 50,795 CHF | 50,466 CHF | 99.05% | 99.05% |
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