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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 | 2.34% | 1.89 CHF | 1.94 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 61,905 CHF | 15,843 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.69% | 1.91 CHF | 1.96 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 60,223 CHF | 10,310 CHF | 84.94% | 84.94% |
| 18/11/2024 | 2.44% | 2.23 CHF | 2.28 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 61,497 CHF | 10,502 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.81% | 2.10 CHF | 2.16 CHF | 30,000 | 5,000 | 19,972 | 4,088 | 43,887 CHF | 9,295 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.94% | 2.36 CHF | 2.41 CHF | 30,000 | 7,500 | 28,893 | 7,500 | 67,197 CHF | 17,839 CHF | 99.44% | 99.44% |
| 13/11/2024 | 2.48% | 1.82 CHF | 1.87 CHF | 30,000 | 7,500 | 30,000 | 7,438 | 56,903 CHF | 14,462 CHF | 98.88% | 98.88% |
| 12/11/2024 | 2.69% | 1.85 CHF | 1.90 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 61,064 CHF | 10,455 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.32% | 2.30 CHF | 2.36 CHF | 30,000 | 5,000 | 29,887 | 5,000 | 70,494 CHF | 12,073 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.61% | 2.32 CHF | 2.39 CHF | 30,000 | 5,000 | 26,335 | 5,000 | 64,861 CHF | 12,711 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.79% | 2.73 CHF | 2.78 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 56,998 CHF | 14,506 CHF | 39.69% | 39.69% |
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