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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 57,046 CHF | 57,746 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,133 CHF | 54,833 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 50,944 CHF | 51,644 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 51,216 CHF | 51,916 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.12% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,561 CHF | 45,061 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,751 CHF | 55,251 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,232 CHF | 53,732 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,621 CHF | 56,121 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,358 CHF | 54,858 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,230 CHF | 51,730 CHF | 100.00% | 100.00% |
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