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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 | 1.08% | 1.39 CHF | 1.41 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 58,044 CHF | 36,673 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.13% | 1.42 CHF | 1.44 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,924 CHF | 35,348 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 1.47 CHF | 1.49 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,527 CHF | 38,231 CHF | 93.88% | 93.88% |
| 15/11/2024 | 0.97% | 1.59 CHF | 1.60 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 62,522 CHF | 39,456 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.06% | 1.40 CHF | 1.41 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 56,748 CHF | 35,844 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.22% | 1.36 CHF | 1.38 CHF | 40,000 | 25,000 | 40,000 | 24,942 | 54,541 CHF | 34,427 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.00% | 1.38 CHF | 1.39 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,168 CHF | 38,612 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 1.64 CHF | 1.66 CHF | 40,000 | 25,000 | 39,810 | 25,000 | 64,837 CHF | 41,137 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.70% | 1.52 CHF | 1.55 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 18,624 CHF | 18,943 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.16% | 1.42 CHF | 1.43 CHF | 40,000 | 25,000 | 40,605 | 24,739 | 55,766 CHF | 34,466 CHF | 98.73% | 98.73% |
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