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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 | 50,000 | 50,000 | 49,531 | 49,528 | 61,236 CHF | 61,729 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 49,524 | 49,522 | 62,298 CHF | 62,791 CHF | 98.69% | 98.69% |
| 18/11/2024 | 0.85% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 58,441 CHF | 58,934 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,616 CHF | 55,116 CHF | 70.86% | 70.86% |
| 14/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 48,508 CHF | 49,004 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 53,045 CHF | 53,541 CHF | 99.81% | 99.81% |
| 12/11/2024 | 0.89% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 55,875 CHF | 56,371 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 66,133 CHF | 66,628 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 68,444 CHF | 68,940 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.72% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 69,386 CHF | 69,882 CHF | 100.00% | 100.00% |
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