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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 | 0.84% | 1.92 CHF | 1.93 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,341 CHF | 49,867 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.95 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,758 CHF | 48,519 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.75% | 2.00 CHF | 2.02 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,216 CHF | 51,398 CHF | 93.88% | 93.88% |
| 15/11/2024 | 0.74% | 2.11 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,702 CHF | 52,640 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.93 CHF | 1.94 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,363 CHF | 49,044 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.84% | 1.89 CHF | 1.91 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 56,738 CHF | 47,569 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.82% | 1.90 CHF | 1.92 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,635 CHF | 51,787 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 2.17 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,692 CHF | 54,312 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.25% | 2.05 CHF | 2.07 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 25,213 CHF | 25,529 CHF | 86.95% | 86.95% |
| 07/11/2024 | 0.84% | 1.94 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 24,739 | 57,090 CHF | 47,510 CHF | 98.73% | 98.73% |
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