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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 | 2.84% | 1.13 CHF | 1.16 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 59,181 CHF | 24,353 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.84% | 1.14 CHF | 1.17 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,479 CHF | 23,242 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.31% | 1.14 CHF | 1.18 CHF | 50,000 | 20,000 | 50,000 | 17,243 | 56,268 CHF | 20,053 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.66% | 1.17 CHF | 1.21 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 59,495 CHF | 24,439 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.57% | 1.24 CHF | 1.28 CHF | 50,000 | 20,000 | 48,567 | 20,000 | 59,432 CHF | 25,130 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.90% | 1.17 CHF | 1.21 CHF | 50,000 | 20,000 | 50,000 | 19,750 | 56,940 CHF | 23,157 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.79% | 1.16 CHF | 1.20 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 60,145 CHF | 24,738 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.44% | 1.25 CHF | 1.28 CHF | 40,000 | 20,000 | 40,960 | 20,000 | 53,626 CHF | 26,871 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.57% | 1.25 CHF | 1.28 CHF | 40,000 | 20,000 | 45,900 | 20,000 | 56,989 CHF | 25,502 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.76% | 1.21 CHF | 1.25 CHF | 50,000 | 20,000 | 49,898 | 19,349 | 60,940 CHF | 24,316 CHF | 98.73% | 98.73% |
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