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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 | 0.75% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,477 CHF | 50,777 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 1.98 CHF | 2.00 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,848 CHF | 49,453 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.76% | 2.04 CHF | 2.05 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,319 CHF | 52,329 CHF | 93.88% | 93.88% |
| 15/11/2024 | 0.72% | 2.15 CHF | 2.17 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,814 CHF | 53,565 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 1.96 CHF | 1.98 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,476 CHF | 49,918 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.87% | 1.93 CHF | 1.94 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 57,805 CHF | 48,482 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.75% | 1.94 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,785 CHF | 52,714 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.64% | 2.20 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,827 CHF | 55,207 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.25% | 2.08 CHF | 2.11 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 25,664 CHF | 25,987 CHF | 86.95% | 86.95% |
| 07/11/2024 | 0.81% | 1.98 CHF | 1.99 CHF | 30,000 | 25,000 | 30,000 | 24,739 | 58,185 CHF | 48,405 CHF | 98.73% | 98.73% |
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