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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 | 3.90% | 0.85 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,885 CHF | 39,385 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.21% | 0.87 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,086 CHF | 47,586 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.48% | 0.79 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,393 CHF | 43,893 CHF | 98.98% | 98.98% |
| 15/11/2024 | 3.82% | 0.89 CHF | 0.92 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 46,349 CHF | 48,149 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.22% | 0.65 CHF | 0.68 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,755 CHF | 43,555 CHF | 100.00% | 100.00% |
| 13/11/2024 | 4.00% | 0.75 CHF | 0.78 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 44,104 CHF | 45,904 CHF | 99.88% | 99.88% |
| 12/11/2024 | 5.14% | 0.61 CHF | 0.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,156 CHF | 35,956 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.29% | 0.51 CHF | 0.54 CHF | 60,000 | 60,000 | 59,969 | 59,969 | 33,285 CHF | 35,085 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.26% | 0.68 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,341 CHF | 43,141 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.17% | 0.68 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,286 CHF | 44,086 CHF | 99.67% | 99.67% |
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