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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 | 0.98% | 1.93 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,253 CHF | 96,195 CHF | 14.13% | 89.78% |
| 19/11/2024 | 0.99% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,171 CHF | 95,110 CHF | 98.83% | 98.83% |
| 18/11/2024 | 1.29% | 1.82 CHF | 1.84 CHF | 50,000 | 50,000 | 45,564 | 44,435 | 79,497 CHF | 78,469 CHF | 99.09% | 99.09% |
| 15/11/2024 | 1.15% | 1.61 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,052 CHF | 79,968 CHF | 99.73% | 99.73% |
| 14/11/2024 | 1.23% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,209 CHF | 74,117 CHF | 97.08% | 97.08% |
| 13/11/2024 | 1.17% | 1.53 CHF | 1.55 CHF | 50,000 | 50,000 | 49,879 | 49,698 | 76,094 CHF | 76,703 CHF | 97.16% | 97.16% |
| 12/11/2024 | 1.15% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,276 CHF | 79,181 CHF | 98.02% | 98.02% |
| 11/11/2024 | 1.22% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 41,256 | 41,256 | 70,444 CHF | 71,247 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.28% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,273 CHF | 69,152 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.58% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 35,229 | 35,229 | 51,431 CHF | 52,151 CHF | 94.47% | 94.47% |
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