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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 | 1.85% | 1.20 CHF | 1.30 CHF | 50,000 | 25,000 | 40,000 | 25,000 | 52,601 CHF | 33,491 CHF | 14.13% | 100.00% |
| 19/11/2024 | 2.13% | 1.24 CHF | 1.27 CHF | 50,000 | 25,000 | 48,435 | 25,000 | 58,785 CHF | 31,040 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.16% | 1.32 CHF | 1.34 CHF | 40,000 | 20,000 | 40,000 | 17,778 | 54,505 CHF | 24,574 CHF | 93.88% | 93.88% |
| 15/11/2024 | 1.69% | 1.46 CHF | 1.48 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,124 CHF | 36,311 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.06% | 1.23 CHF | 1.26 CHF | 50,000 | 25,000 | 45,621 | 25,000 | 57,227 CHF | 32,073 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.12% | 1.20 CHF | 1.22 CHF | 50,000 | 25,000 | 49,758 | 24,774 | 59,544 CHF | 30,293 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.81% | 1.21 CHF | 1.24 CHF | 50,000 | 20,000 | 40,329 | 20,000 | 56,091 CHF | 28,350 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.67% | 1.53 CHF | 1.56 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,263 CHF | 31,148 CHF | 77.44% | 77.44% |
| 08/11/2024 | 2.59% | 1.36 CHF | 1.39 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 16,503 CHF | 16,935 CHF | 86.95% | 86.95% |
| 07/11/2024 | 2.12% | 1.23 CHF | 1.26 CHF | 50,000 | 25,000 | 48,031 | 24,218 | 56,975 CHF | 29,524 CHF | 98.73% | 98.73% |
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