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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 | 0.98% | 0.99 CHF | 1.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 20,321 CHF | 20,521 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 14,629 CHF | 14,779 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 19,687 CHF | 19,887 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 20,521 CHF | 20,721 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 20,248 CHF | 20,448 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,219 CHF | 15,369 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 1.06 CHF | 1.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 17,462 CHF | 17,612 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 19,559 CHF | 19,709 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 18,224 CHF | 18,374 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,486 CHF | 20,636 CHF | 100.00% | 100.00% |
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