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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 | 1.05% | 0.93 CHF | 0.94 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,946 CHF | 19,182 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 60,000 | 20,000 | 52,049 | 20,000 | 52,878 CHF | 20,543 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60,000 | 20,000 | 59,440 | 20,000 | 57,224 CHF | 19,462 CHF | 94.79% | 94.79% |
| 15/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 55,881 CHF | 18,827 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60,000 | 20,000 | 59,807 | 20,000 | 56,965 CHF | 19,253 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 20,000 | 50,000 | 19,927 | 52,670 CHF | 21,193 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 50,612 CHF | 20,445 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60,000 | 25,000 | 53,010 | 25,000 | 53,007 CHF | 25,263 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,617 CHF | 26,558 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 1.06 CHF | 1.07 CHF | 50,000 | 20,000 | 50,000 | 19,481 | 51,265 CHF | 20,186 CHF | 99.06% | 99.06% |
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