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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 | 0.79% | 1.45 CHF | 1.46 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 55,895 CHF | 1,409 CHF | 99.66% | 99.66% |
| 19/11/2024 | 0.79% | 1.44 CHF | 1.45 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 57,083 CHF | 1,438 CHF | 99.65% | 99.65% |
| 18/11/2024 | 0.77% | 1.41 CHF | 1.42 CHF | 40,000 | 1,000 | 39,999 | 1,000 | 57,233 CHF | 1,442 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.80% | 1.43 CHF | 1.44 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 56,322 CHF | 1,419 CHF | 99.62% | 99.62% |
| 14/11/2024 | 0.96% | 1.23 CHF | 1.24 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 57,275 CHF | 1,157 CHF | 99.68% | 99.68% |
| 13/11/2024 | 1.00% | 1.03 CHF | 1.05 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 57,595 CHF | 1,163 CHF | 92.89% | 92.89% |
| 12/11/2024 | 1.02% | 1.22 CHF | 1.24 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 55,587 CHF | 1,123 CHF | 99.69% | 99.69% |
| 11/11/2024 | 1.10% | 1.11 CHF | 1.13 CHF | 50,000 | 1,000 | 50,848 | 1,000 | 52,036 CHF | 1,035 CHF | 98.77% | 98.77% |
| 08/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 1,000 | 41,977 | 1,000 | 54,289 CHF | 1,311 CHF | 99.69% | 99.69% |
| 07/11/2024 | 0.90% | 1.32 CHF | 1.34 CHF | 40,000 | 1,000 | 47,829 | 1,000 | 59,043 CHF | 1,249 CHF | 99.67% | 99.67% |
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