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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 | 0.70% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 83,817 CHF | 84,401 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,077 CHF | 85,577 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,557 CHF | 84,057 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,492 CHF | 81,992 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,094 CHF | 82,594 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.74% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 49,774 | 49,375 | 81,063 CHF | 81,007 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,912 CHF | 86,412 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.60% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,205 CHF | 90,748 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.71% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,475 CHF | 91,124 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.71% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 88,048 CHF | 88,640 CHF | 99.06% | 99.06% |
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