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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 | 1.64% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,234 CHF | 30,734 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,138 CHF | 30,638 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,031 CHF | 29,531 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,346 CHF | 28,846 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,251 CHF | 28,751 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,001 CHF | 29,501 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,255 CHF | 28,755 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,889 CHF | 27,389 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 32,528 CHF | 33,128 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,687 CHF | 31,287 CHF | 100.00% | 100.00% |
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