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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 | 0.83% | 1.86 CHF | 1.88 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,782 CHF | 48,555 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 1.90 CHF | 1.91 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,183 CHF | 47,203 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.77% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,667 CHF | 50,109 CHF | 93.88% | 93.88% |
| 15/11/2024 | 0.76% | 2.06 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,128 CHF | 51,326 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 1.87 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,812 CHF | 47,718 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.86% | 1.84 CHF | 1.85 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 55,138 CHF | 46,237 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.79% | 1.85 CHF | 1.87 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,101 CHF | 50,480 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.66% | 2.11 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,145 CHF | 52,972 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.32% | 1.99 CHF | 2.02 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 24,547 CHF | 24,872 CHF | 86.95% | 86.95% |
| 07/11/2024 | 0.84% | 1.89 CHF | 1.90 CHF | 30,000 | 25,000 | 30,000 | 24,739 | 55,485 CHF | 46,178 CHF | 98.73% | 98.73% |
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