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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 | 0.97% | 1.51 CHF | 1.52 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 62,679 CHF | 39,555 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 1.54 CHF | 1.55 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,556 CHF | 38,234 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 1.59 CHF | 1.61 CHF | 40,000 | 25,000 | 38,112 | 25,000 | 61,951 CHF | 41,120 CHF | 93.88% | 93.88% |
| 15/11/2024 | 0.96% | 1.70 CHF | 1.72 CHF | 30,000 | 25,000 | 32,386 | 25,000 | 54,267 CHF | 42,360 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 1.51 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,388 CHF | 38,768 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.05% | 1.48 CHF | 1.50 CHF | 40,000 | 25,000 | 40,000 | 24,942 | 59,199 CHF | 37,305 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.01% | 1.49 CHF | 1.51 CHF | 40,000 | 25,000 | 34,455 | 25,000 | 56,399 CHF | 41,503 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.89% | 1.75 CHF | 1.77 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,354 CHF | 44,019 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.61% | 1.64 CHF | 1.66 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 20,071 CHF | 20,397 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.07% | 1.53 CHF | 1.55 CHF | 40,000 | 25,000 | 40,000 | 24,739 | 59,681 CHF | 37,342 CHF | 98.73% | 98.73% |
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