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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 | 0.56% | 1.83 CHF | 1.84 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,267 CHF | 35,712 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,877 CHF | 36,785 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,781 CHF | 36,721 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,214 CHF | 35,676 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 52,350 CHF | 35,100 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 30,000 | 20,000 | 30,000 | 19,804 | 55,612 CHF | 36,906 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,111 CHF | 35,607 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 40,000 | 20,000 | 39,934 | 20,000 | 64,985 CHF | 32,747 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 30,000 | 20,000 | 34,247 | 20,000 | 57,034 CHF | 33,588 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 40,000 | 20,000 | 40,000 | 19,351 | 61,766 CHF | 30,059 CHF | 99.06% | 99.06% |
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