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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 | 0.98% | 1.04 CHF | 1.05 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 50,908 CHF | 20,563 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 57,097 CHF | 19,232 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 20,000 | 51,716 | 20,000 | 52,087 CHF | 20,363 CHF | 94.79% | 94.79% |
| 15/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 52,016 CHF | 21,007 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 20,000 | 51,111 | 20,000 | 52,097 CHF | 20,603 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 60,000 | 20,000 | 60,000 | 19,927 | 55,125 CHF | 18,510 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 57,806 CHF | 19,469 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 58,500 CHF | 24,625 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,398 CHF | 23,332 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60,000 | 20,000 | 60,000 | 19,481 | 57,129 CHF | 18,739 CHF | 99.06% | 99.06% |
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