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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 | 1.43% | 1.02 CHF | 1.04 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,109 CHF | 27,445 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.40% | 1.05 CHF | 1.07 CHF | 50,000 | 25,000 | 50,337 | 25,000 | 51,802 CHF | 26,098 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.37% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,241 CHF | 29,013 CHF | 93.88% | 93.88% |
| 15/11/2024 | 1.22% | 1.22 CHF | 1.23 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,720 CHF | 30,226 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.32% | 1.03 CHF | 1.04 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,536 CHF | 26,618 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.61% | 1.00 CHF | 1.01 CHF | 50,000 | 25,000 | 55,355 | 24,942 | 55,014 CHF | 25,230 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.37% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,026 CHF | 29,414 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.31% | 1.27 CHF | 1.29 CHF | 40,000 | 25,000 | 42,100 | 25,000 | 53,018 CHF | 31,934 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.23% | 1.15 CHF | 1.18 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 14,022 CHF | 14,338 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.56% | 1.05 CHF | 1.06 CHF | 50,000 | 25,000 | 53,230 | 24,739 | 53,382 CHF | 25,342 CHF | 98.73% | 98.73% |
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