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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 | 4.54% | 0.56 CHF | 0.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 38,976 CHF | 40,776 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.86% | 0.67 CHF | 0.70 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,256 CHF | 38,056 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.12% | 0.77 CHF | 0.80 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,840 CHF | 44,640 CHF | 98.98% | 98.98% |
| 15/11/2024 | 3.89% | 0.62 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,970 CHF | 39,470 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.16% | 0.98 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,726 CHF | 48,226 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.20% | 0.91 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,190 CHF | 47,690 CHF | 99.88% | 99.88% |
| 12/11/2024 | 2.60% | 1.04 CHF | 1.07 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 45,658 CHF | 46,858 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.33% | 1.28 CHF | 1.31 CHF | 50,000 | 50,000 | 49,976 | 49,976 | 63,644 CHF | 65,144 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.73% | 1.09 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,332 CHF | 55,832 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.44% | 1.25 CHF | 1.28 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 48,639 CHF | 49,839 CHF | 99.67% | 99.67% |
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