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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 | 3.69% | 0.80 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,916 CHF | 41,416 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.42% | 0.82 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,102 CHF | 44,602 CHF | 99.84% | 99.84% |
| 18/11/2024 | 3.16% | 0.92 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,792 CHF | 48,292 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.11% | 0.96 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,466 CHF | 48,966 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.53% | 1.10 CHF | 1.13 CHF | 50,000 | 50,000 | 46,393 | 46,393 | 54,268 CHF | 55,660 CHF | 100.00% | 100.00% |
| 13/11/2024 | 5.59% | 1.29 CHF | 1.32 CHF | 40,000 | 40,000 | 16,567 | 16,567 | 20,763 CHF | 21,445 CHF | 99.35% | 99.35% |
| 12/11/2024 | 2.09% | 1.38 CHF | 1.41 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 56,879 CHF | 58,079 CHF | 99.85% | 99.85% |
| 11/11/2024 | 2.08% | 1.43 CHF | 1.46 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 57,125 CHF | 58,325 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.21% | 1.38 CHF | 1.41 CHF | 40,000 | 40,000 | 39,999 | 39,999 | 53,718 CHF | 54,918 CHF | 98.58% | 98.58% |
| 07/11/2024 | 2.21% | 1.34 CHF | 1.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 53,591 CHF | 54,791 CHF | 100.00% | 100.00% |
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