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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 | 1.25% | 1.29 CHF | 1.30 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,960 CHF | 34,148 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.16% | 1.32 CHF | 1.33 CHF | 40,000 | 25,000 | 40,013 | 25,000 | 51,876 CHF | 32,790 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.11% | 1.37 CHF | 1.39 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 56,495 CHF | 35,705 CHF | 93.88% | 93.88% |
| 15/11/2024 | 1.01% | 1.49 CHF | 1.50 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 58,493 CHF | 36,929 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.19% | 1.30 CHF | 1.31 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 52,668 CHF | 33,313 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.23% | 1.26 CHF | 1.28 CHF | 40,000 | 25,000 | 42,105 | 24,942 | 53,108 CHF | 31,883 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.10% | 1.27 CHF | 1.29 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,108 CHF | 36,088 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.10% | 1.54 CHF | 1.55 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,120 CHF | 38,621 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.77% | 1.42 CHF | 1.44 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 17,362 CHF | 17,672 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.26% | 1.31 CHF | 1.33 CHF | 40,000 | 25,000 | 42,527 | 24,739 | 53,974 CHF | 31,958 CHF | 98.73% | 98.73% |
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