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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 | 1.97% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,628 CHF | 54,694 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.05% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,797 CHF | 53,892 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.17% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 59,613 | 50,000 | 58,053 CHF | 49,769 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.14% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 59,616 | 50,000 | 58,316 CHF | 49,974 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.11% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 58,699 | 50,000 | 57,242 CHF | 49,829 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.28% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 49,435 | 55,728 CHF | 46,965 CHF | 99.40% | 99.40% |
| 12/11/2024 | 2.12% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 57,843 | 50,000 | 56,696 CHF | 50,098 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.17% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,423 CHF | 48,051 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.34% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 63,434 | 50,000 | 54,125 CHF | 43,769 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.60% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 61,438 | 48,764 | 51,836 CHF | 42,230 CHF | 98.71% | 98.71% |
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