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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 | 1.05% | 0.97 CHF | 0.98 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,679 CHF | 19,093 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 60,000 | 20,000 | 60,011 | 20,000 | 52,658 CHF | 17,749 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,074 CHF | 18,891 CHF | 94.79% | 94.79% |
| 15/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 57,971 CHF | 19,524 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,705 CHF | 19,102 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 20,000 | 62,464 | 19,927 | 52,773 CHF | 17,048 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 53,306 CHF | 17,969 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,968 CHF | 22,737 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,738 | 25,000 | 51,591 CHF | 21,491 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60,000 | 20,000 | 60,000 | 19,481 | 52,679 CHF | 17,292 CHF | 99.06% | 99.06% |
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