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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.02% | 1.71 CHF | 1.73 CHF | 30,000 | 25,000 | 33,183 | 25,000 | 55,769 CHF | 42,549 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.00% | 1.62 CHF | 1.63 CHF | 40,000 | 25,000 | 32,484 | 25,000 | 54,376 CHF | 42,344 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 1.65 CHF | 1.66 CHF | 40,000 | 25,000 | 39,401 | 25,000 | 63,945 CHF | 40,984 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 1.70 CHF | 1.72 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,177 CHF | 43,870 CHF | 93.88% | 93.88% |
| 15/11/2024 | 0.88% | 1.81 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,656 CHF | 45,110 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.62 CHF | 1.64 CHF | 40,000 | 25,000 | 38,227 | 25,000 | 62,792 CHF | 41,518 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.98% | 1.59 CHF | 1.61 CHF | 40,000 | 25,000 | 40,000 | 24,942 | 63,599 CHF | 40,049 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.97% | 1.60 CHF | 1.62 CHF | 40,000 | 25,000 | 31,393 | 25,000 | 54,887 CHF | 44,263 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 1.87 CHF | 1.88 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,664 CHF | 46,769 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.51% | 1.75 CHF | 1.77 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 21,446 CHF | 21,772 CHF | 86.95% | 86.95% |
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