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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 | 0.71% | 1.38 CHF | 1.39 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 28,215 CHF | 28,413 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 25,109 CHF | 25,307 CHF | 98.76% | 98.76% |
| 18/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 28,605 CHF | 28,803 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 29,311 CHF | 29,511 CHF | 71.36% | 71.36% |
| 14/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 28,914 CHF | 29,112 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 28,273 CHF | 28,471 CHF | 99.26% | 99.26% |
| 12/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 29,873 CHF | 30,072 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 20,000 | 20,000 | 19,672 | 19,672 | 31,975 CHF | 32,172 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 31,692 CHF | 31,890 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 33,215 CHF | 33,413 CHF | 100.00% | 100.00% |
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