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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 | 5.74% | 0.51 CHF | 0.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,418 CHF | 32,213 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.22% | 0.52 CHF | 0.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,621 CHF | 35,421 CHF | 99.84% | 99.84% |
| 18/11/2024 | 4.65% | 0.61 CHF | 0.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 37,802 CHF | 39,602 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.57% | 0.65 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,130 CHF | 33,630 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.49% | 0.78 CHF | 0.81 CHF | 50,000 | 50,000 | 49,997 | 49,997 | 42,347 CHF | 43,847 CHF | 100.00% | 100.00% |
| 13/11/2024 | 7.59% | 0.96 CHF | 0.99 CHF | 50,000 | 50,000 | 19,588 | 19,588 | 18,063 CHF | 18,853 CHF | 99.37% | 99.37% |
| 12/11/2024 | 2.74% | 1.04 CHF | 1.07 CHF | 50,000 | 50,000 | 46,107 | 46,107 | 49,749 CHF | 51,132 CHF | 99.85% | 99.85% |
| 11/11/2024 | 2.73% | 1.09 CHF | 1.12 CHF | 50,000 | 50,000 | 49,177 | 49,177 | 53,390 CHF | 54,865 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.94% | 1.05 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,340 CHF | 51,840 CHF | 98.58% | 98.58% |
| 07/11/2024 | 2.94% | 1.00 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,277 CHF | 51,777 CHF | 100.00% | 100.00% |
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