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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 | 0.95% | 1.01 CHF | 1.02 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 46,994 CHF | 47,444 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,983 CHF | 41,383 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 44,284 CHF | 44,684 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 46,441 CHF | 46,841 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 48,718 CHF | 49,118 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 47,157 CHF | 47,557 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 1.19 CHF | 1.20 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 44,512 CHF | 44,862 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 49,163 CHF | 49,513 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 1.36 CHF | 1.37 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,602 CHF | 42,902 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 48,392 CHF | 48,692 CHF | 100.00% | 100.00% |
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