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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 | 0.92% | 1.03 CHF | 1.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 21,685 CHF | 21,885 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 16,771 CHF | 16,921 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,898 CHF | 19,048 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,767 CHF | 24,967 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,351 CHF | 23,551 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,082 CHF | 23,282 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 1.14 CHF | 1.15 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,402 CHF | 18,552 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 19,785 CHF | 19,935 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 23,986 CHF | 24,186 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.77% | 1.21 CHF | 1.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 19,562 CHF | 19,712 CHF | 100.00% | 100.00% |
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