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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 | 0.83% | 1.17 CHF | 1.18 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 24,086 CHF | 24,284 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 20,985 CHF | 21,183 CHF | 98.76% | 98.76% |
| 18/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 24,478 CHF | 24,677 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 25,137 CHF | 25,337 CHF | 71.36% | 71.36% |
| 14/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 24,802 CHF | 25,001 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 24,164 CHF | 24,362 CHF | 99.26% | 99.26% |
| 12/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 25,756 CHF | 25,955 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 20,000 | 20,000 | 19,672 | 19,672 | 27,879 CHF | 28,076 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 27,599 CHF | 27,797 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 29,106 CHF | 29,305 CHF | 100.00% | 100.00% |
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