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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 | 1.63% | 0.61 CHF | 0.62 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 27,351 CHF | 27,801 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 26,120 CHF | 26,570 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,871 CHF | 28,371 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,280 CHF | 26,780 CHF | 98.88% | 98.88% |
| 14/11/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,266 CHF | 24,766 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,548 CHF | 26,048 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.90% | 0.48 CHF | 0.49 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 23,451 CHF | 23,901 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 24,338 CHF | 24,738 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 21,069 CHF | 21,369 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 32,089 CHF | 32,439 CHF | 100.00% | 100.00% |
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