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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 | 0.86% | 1.10 CHF | 1.11 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 46,583 CHF | 46,983 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 38,395 CHF | 38,745 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 43,151 CHF | 43,501 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 44,159 CHF | 44,509 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 47,092 CHF | 47,492 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 43,702 CHF | 44,102 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 1.01 CHF | 1.02 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,720 CHF | 37,020 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 46,049 CHF | 46,349 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,105 CHF | 38,355 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.56% | 1.90 CHF | 1.91 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,765 CHF | 54,065 CHF | 100.00% | 100.00% |
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