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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 | 1.50% | 1.06 CHF | 1.07 CHF | 50,000 | 25,000 | 50,506 | 25,000 | 52,287 CHF | 26,283 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.57% | 0.99 CHF | 1.01 CHF | 60,000 | 25,000 | 46,993 | 23,353 | 51,070 CHF | 26,024 CHF | 94.92% | 94.92% |
| 18/11/2024 | 1.21% | 1.29 CHF | 1.30 CHF | 40,000 | 25,000 | 40,553 | 25,000 | 51,186 CHF | 31,946 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.24% | 1.27 CHF | 1.29 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 51,368 CHF | 32,505 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.21% | 1.36 CHF | 1.37 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,413 CHF | 33,790 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.30% | 1.32 CHF | 1.34 CHF | 40,000 | 25,000 | 42,463 | 24,964 | 54,147 CHF | 32,321 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.11% | 1.40 CHF | 1.42 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,875 CHF | 36,576 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.04% | 1.50 CHF | 1.51 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,751 CHF | 38,996 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.10% | 1.47 CHF | 1.49 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,913 CHF | 36,595 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.23% | 1.43 CHF | 1.44 CHF | 40,000 | 25,000 | 40,000 | 24,741 | 59,173 CHF | 37,058 CHF | 99.06% | 99.06% |
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