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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 | 1.32% | 1.19 CHF | 1.20 CHF | 50,000 | 25,000 | 43,097 | 25,000 | 53,683 CHF | 31,617 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.29% | 1.22 CHF | 1.23 CHF | 50,000 | 25,000 | 49,643 | 25,000 | 59,309 CHF | 30,269 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.20% | 1.27 CHF | 1.29 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 52,438 CHF | 33,169 CHF | 93.88% | 93.88% |
| 15/11/2024 | 1.13% | 1.38 CHF | 1.40 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,402 CHF | 34,390 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.33% | 1.20 CHF | 1.21 CHF | 50,000 | 25,000 | 48,513 | 25,000 | 58,890 CHF | 30,794 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.36% | 1.16 CHF | 1.18 CHF | 50,000 | 25,000 | 50,000 | 24,942 | 58,063 CHF | 29,362 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.22% | 1.17 CHF | 1.19 CHF | 50,000 | 25,000 | 41,401 | 25,000 | 54,760 CHF | 33,570 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.10% | 1.44 CHF | 1.45 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,095 CHF | 36,080 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.93% | 1.32 CHF | 1.34 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 16,100 CHF | 16,414 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.36% | 1.21 CHF | 1.23 CHF | 50,000 | 25,000 | 50,000 | 24,739 | 58,649 CHF | 29,450 CHF | 98.73% | 98.73% |
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