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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 | 0.65% | 3.11 CHF | 3.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 60,177 CHF | 60,570 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 3.06 CHF | 3.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,318 CHF | 74,721 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 2.44 CHF | 2.46 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 49,882 CHF | 50,241 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.58% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,169 CHF | 64,545 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 2.34 CHF | 2.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 50,055 CHF | 50,437 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.66% | 2.78 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,765 CHF | 69,223 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.63% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,117 CHF | 65,527 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 2.33 CHF | 2.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,856 CHF | 56,271 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.66% | 2.34 CHF | 2.35 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 68,343 CHF | 68,795 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.74% | 2.18 CHF | 2.20 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 63,289 CHF | 63,757 CHF | 100.00% | 100.00% |
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