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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 | 0.61% | 1.69 CHF | 1.70 CHF | 30,000 | 20,000 | 37,597 | 20,000 | 61,386 CHF | 32,912 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 40,000 | 20,000 | 31,301 | 20,000 | 52,797 CHF | 33,960 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 30,000 | 20,000 | 30,874 | 20,000 | 52,030 CHF | 33,921 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 30,000 | 20,000 | 38,818 | 20,000 | 63,331 CHF | 32,857 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 40,000 | 20,000 | 39,981 | 20,000 | 64,169 CHF | 32,300 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 30,000 | 20,000 | 31,573 | 19,804 | 54,001 CHF | 34,134 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 30,000 | 20,000 | 39,801 | 20,000 | 64,819 CHF | 32,776 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,452 CHF | 29,926 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,177 CHF | 30,788 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.74% | 1.44 CHF | 1.45 CHF | 40,000 | 20,000 | 40,000 | 19,351 | 56,102 CHF | 27,320 CHF | 99.06% | 99.06% |
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