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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 | 1.09% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 54,849 CHF | 55,449 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,165 CHF | 41,765 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,877 CHF | 43,477 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.29% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,490 CHF | 38,990 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,995 CHF | 41,495 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,028 CHF | 44,528 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 0.88 CHF | 0.89 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,655 CHF | 42,055 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 53,385 CHF | 53,835 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 45,547 CHF | 45,997 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,260 CHF | 52,760 CHF | 100.00% | 100.00% |
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