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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 | 1.31% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,062 CHF | 38,402 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,637 CHF | 38,812 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 72,068 | 50,000 | 52,044 CHF | 36,634 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,754 CHF | 34,721 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.38% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 74,002 | 50,000 | 53,249 CHF | 36,554 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 49,519 | 51,680 CHF | 37,053 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 74,750 | 50,000 | 53,559 CHF | 36,348 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 84,375 | 50,000 | 52,949 CHF | 31,907 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 84,460 | 25,000 | 52,638 CHF | 15,852 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.99% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 102,446 | 24,740 | 51,615 CHF | 12,724 CHF | 99.06% | 99.06% |
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