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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 | 0.81% | 1.22 CHF | 1.23 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 37,114 CHF | 37,414 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,253 CHF | 32,503 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 1.35 CHF | 1.36 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 37,252 CHF | 37,552 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,972 CHF | 31,222 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 1.36 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,422 CHF | 32,672 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 1.46 CHF | 1.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,646 CHF | 29,896 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.52% | 1.44 CHF | 1.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 28,928 CHF | 29,078 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 32,516 CHF | 32,666 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 39,850 CHF | 40,050 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,861 CHF | 41,061 CHF | 100.00% | 100.00% |
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