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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 | 1.16% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,780 CHF | 43,280 CHF | 99.73% | 99.73% |
| 19/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,945 CHF | 43,445 CHF | 99.92% | 99.92% |
| 18/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,578 CHF | 45,078 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,903 CHF | 46,403 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,098 CHF | 46,598 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,086 CHF | 45,586 CHF | 99.93% | 99.93% |
| 12/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,203 CHF | 46,703 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,525 CHF | 49,025 CHF | 99.67% | 99.67% |
| 08/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,205 CHF | 48,705 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,782 CHF | 51,282 CHF | 99.70% | 99.70% |
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