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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 | 1.98% | 1.15 CHF | 1.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 35,751 CHF | 36,467 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.09% | 1.17 CHF | 1.19 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,389 CHF | 35,116 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.07% | 1.21 CHF | 1.23 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,867 CHF | 37,637 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.00% | 1.27 CHF | 1.29 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 38,932 CHF | 39,718 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.00% | 1.28 CHF | 1.31 CHF | 30,000 | 30,000 | 29,865 | 29,865 | 37,314 CHF | 38,060 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.08% | 1.23 CHF | 1.25 CHF | 30,000 | 30,000 | 29,933 | 29,933 | 37,370 CHF | 38,152 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.82% | 1.28 CHF | 1.31 CHF | 25,000 | 25,000 | 24,945 | 24,945 | 33,795 CHF | 34,412 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.90% | 1.47 CHF | 1.50 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 43,916 CHF | 44,758 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.91% | 1.36 CHF | 1.38 CHF | 30,000 | 30,000 | 29,934 | 29,934 | 40,150 CHF | 40,918 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.75% | 1.34 CHF | 1.37 CHF | 30,000 | 30,000 | 29,864 | 29,864 | 40,913 CHF | 41,627 CHF | 100.00% | 100.00% |
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