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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 | 0.66% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,051 CHF | 75,551 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,055 CHF | 76,555 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.69% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,219 CHF | 72,719 CHF | 99.28% | 99.28% |
| 15/11/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,806 CHF | 68,306 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,158 CHF | 62,658 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,735 CHF | 67,235 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,526 CHF | 70,026 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.62% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,844 CHF | 80,344 CHF | 99.76% | 99.76% |
| 08/11/2024 | 0.61% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,244 CHF | 82,744 CHF | 99.15% | 99.15% |
| 07/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,082 CHF | 83,582 CHF | 99.96% | 99.96% |
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