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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 | 1.14% | 1.31 CHF | 1.32 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,760 CHF | 34,619 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.14% | 1.34 CHF | 1.35 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 52,661 CHF | 33,290 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.10% | 1.39 CHF | 1.41 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,238 CHF | 36,169 CHF | 93.88% | 93.88% |
| 15/11/2024 | 1.12% | 1.50 CHF | 1.52 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 59,220 CHF | 37,429 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 1.32 CHF | 1.33 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,468 CHF | 33,813 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.21% | 1.28 CHF | 1.30 CHF | 40,000 | 25,000 | 40,000 | 24,942 | 51,303 CHF | 32,382 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.12% | 1.29 CHF | 1.31 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,862 CHF | 36,570 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.06% | 1.56 CHF | 1.57 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,910 CHF | 39,106 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.77% | 1.44 CHF | 1.46 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 17,607 CHF | 17,922 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.24% | 1.33 CHF | 1.35 CHF | 40,000 | 25,000 | 42,338 | 24,739 | 54,587 CHF | 32,453 CHF | 98.73% | 98.73% |
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