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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,671 CHF | 26,835 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,628 CHF | 26,814 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 99,930 | 50,000 | 53,000 CHF | 27,020 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 93,936 | 50,000 | 52,564 CHF | 28,512 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 96,205 | 50,000 | 53,095 CHF | 28,112 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 96,957 | 50,000 | 53,374 CHF | 28,050 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,148 CHF | 30,027 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,092 | 49,448 | 54,884 CHF | 30,962 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,370 CHF | 30,706 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 97,939 | 50,000 | 52,867 CHF | 27,511 CHF | 100.00% | 100.00% |
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