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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 | 1.00% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,182 CHF | 53,717 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.21% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 51,009 | 50,000 | 51,480 CHF | 51,097 CHF | 99.40% | 99.40% |
| 18/11/2024 | 1.13% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,084 | 50,000 | 51,565 CHF | 52,065 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.29% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 51,418 | 50,000 | 54,010 CHF | 53,292 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.24% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,693 CHF | 55,374 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.98% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 49,383 | 56,674 CHF | 56,518 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.92% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,103 CHF | 60,657 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,107 CHF | 59,702 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.20% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,509 CHF | 59,213 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.24% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 48,444 | 55,745 CHF | 54,641 CHF | 99.13% | 99.13% |
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