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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 | 3.83% | 1.23 CHF | 1.27 CHF | 50,000 | 7,500 | 50,398 | 7,500 | 54,353 CHF | 8,418 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.13% | 1.20 CHF | 1.24 CHF | 50,000 | 7,500 | 49,779 | 7,500 | 56,308 CHF | 8,756 CHF | 84.94% | 84.94% |
| 18/11/2024 | 3.48% | 0.99 CHF | 1.03 CHF | 60,000 | 7,500 | 50,262 | 7,500 | 56,544 CHF | 8,741 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.13% | 1.09 CHF | 1.13 CHF | 50,000 | 10,000 | 34,062 | 8,177 | 35,174 CHF | 8,675 CHF | 100.00% | 100.00% |
| 14/11/2024 | 5.74% | 0.91 CHF | 0.97 CHF | 47,600 | 5,000 | 47,137 | 5,000 | 44,507 CHF | 5,010 CHF | 99.44% | 99.44% |
| 13/11/2024 | 3.54% | 1.55 CHF | 1.61 CHF | 40,000 | 5,000 | 40,000 | 4,982 | 58,776 CHF | 7,583 CHF | 98.88% | 98.88% |
| 12/11/2024 | 3.12% | 1.50 CHF | 1.54 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 54,159 CHF | 10,476 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.81% | 1.15 CHF | 1.19 CHF | 50,000 | 7,500 | 50,030 | 7,500 | 55,316 CHF | 8,615 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.21% | 1.16 CHF | 1.19 CHF | 50,000 | 10,000 | 50,842 | 10,000 | 54,392 CHF | 11,062 CHF | 100.00% | 100.00% |
| 07/11/2024 | 7.79% | 0.90 CHF | 0.96 CHF | 41,045 | 5,000 | 40,819 | 5,000 | 30,880 CHF | 4,086 CHF | 39.69% | 39.69% |
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