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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 | 1.07% | 1.41 CHF | 1.42 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 58,722 CHF | 37,094 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.09% | 1.44 CHF | 1.45 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 56,610 CHF | 35,769 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.08% | 1.49 CHF | 1.51 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,173 CHF | 38,648 CHF | 93.88% | 93.88% |
| 15/11/2024 | 1.04% | 1.60 CHF | 1.62 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,162 CHF | 39,890 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.13% | 1.42 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,417 CHF | 36,294 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.15% | 1.38 CHF | 1.40 CHF | 40,000 | 25,000 | 40,000 | 24,942 | 55,250 CHF | 34,849 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.10% | 1.39 CHF | 1.41 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,780 CHF | 39,037 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 1.66 CHF | 1.67 CHF | 40,000 | 25,000 | 37,573 | 25,000 | 61,810 CHF | 41,562 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.67% | 1.54 CHF | 1.56 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 18,838 CHF | 19,156 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.15% | 1.43 CHF | 1.45 CHF | 40,000 | 25,000 | 40,483 | 24,739 | 56,316 CHF | 34,893 CHF | 98.73% | 98.73% |
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