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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 | 0.81% | 1.81 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,213 CHF | 47,224 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.84 CHF | 1.86 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,622 CHF | 45,882 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 1.90 CHF | 1.91 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,066 CHF | 48,774 CHF | 93.88% | 93.88% |
| 15/11/2024 | 0.73% | 2.01 CHF | 2.02 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,568 CHF | 50,002 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 1.82 CHF | 1.84 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,252 CHF | 46,386 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.97% | 1.79 CHF | 1.80 CHF | 30,000 | 25,000 | 30,000 | 24,942 | 53,561 CHF | 44,965 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.82% | 1.80 CHF | 1.81 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,516 CHF | 49,164 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 2.06 CHF | 2.08 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,523 CHF | 51,684 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.28% | 1.94 CHF | 1.97 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 23,904 CHF | 24,213 CHF | 86.95% | 86.95% |
| 07/11/2024 | 0.87% | 1.84 CHF | 1.85 CHF | 30,000 | 25,000 | 30,605 | 24,739 | 54,943 CHF | 44,911 CHF | 98.73% | 98.73% |
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