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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 | 2.20% | 1.32 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,158 CHF | 70,697 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.25% | 1.34 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,427 CHF | 69,988 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.73% | 1.30 CHF | 1.33 CHF | 50,000 | 50,000 | 47,794 | 44,486 | 61,799 CHF | 59,073 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.39% | 1.30 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,904 CHF | 66,472 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.35% | 1.30 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,805 CHF | 66,344 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.46% | 1.27 CHF | 1.31 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 62,329 CHF | 63,437 CHF | 99.40% | 99.40% |
| 12/11/2024 | 2.32% | 1.30 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,102 CHF | 66,628 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.46% | 1.27 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,354 CHF | 64,934 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.57% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,439 CHF | 60,983 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.63% | 1.16 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 48,722 | 58,955 CHF | 58,954 CHF | 98.89% | 98.89% |
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