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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 | 2.76% | 1.34 CHF | 1.38 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 85,954 CHF | 88,354 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.86% | 1.44 CHF | 1.48 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 82,886 CHF | 85,286 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.64% | 1.56 CHF | 1.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 89,684 CHF | 92,084 CHF | 98.96% | 98.96% |
| 15/11/2024 | 2.58% | 1.39 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,643 CHF | 78,643 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.33% | 1.75 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,023 CHF | 87,023 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.34% | 1.67 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,344 CHF | 86,344 CHF | 99.87% | 99.87% |
| 12/11/2024 | 2.10% | 1.78 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,039 CHF | 96,039 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.97% | 2.05 CHF | 2.09 CHF | 50,000 | 50,000 | 49,978 | 49,978 | 100,648 CHF | 102,647 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.18% | 1.82 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,692 CHF | 92,692 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.05% | 1.96 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,405 CHF | 98,405 CHF | 99.67% | 99.67% |
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