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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 | 1.02% | 1.00 CHF | 1.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,591 CHF | 14,741 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,547 CHF | 14,697 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,885 CHF | 15,035 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,391 CHF | 15,541 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 0.99 CHF | 1.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,254 CHF | 15,405 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,418 CHF | 15,568 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 19,350 CHF | 19,550 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 18,224 CHF | 18,424 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 18,157 CHF | 18,357 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 17,804 CHF | 18,004 CHF | 100.00% | 100.00% |
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