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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 | 0.61% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,073 CHF | 81,573 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,061 CHF | 82,561 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.64% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,245 CHF | 78,745 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 49,998 | 73,845 CHF | 74,342 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,160 CHF | 68,660 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,230 CHF | 72,730 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.66% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,010 CHF | 75,510 CHF | 99.81% | 99.81% |
| 11/11/2024 | 0.58% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,307 CHF | 85,807 CHF | 99.77% | 99.77% |
| 08/11/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,659 CHF | 88,159 CHF | 99.16% | 99.16% |
| 07/11/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,512 CHF | 89,012 CHF | 99.96% | 99.96% |
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