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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 | 0.91% | 1.05 CHF | 1.06 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 54,883 CHF | 22,153 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 52,262 CHF | 21,105 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 52,520 CHF | 21,208 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 1.07 CHF | 1.08 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 55,430 CHF | 22,372 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,670 CHF | 22,868 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50,000 | 20,000 | 51,236 | 19,804 | 52,610 CHF | 20,561 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 55,553 CHF | 22,421 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50,000 | 20,000 | 41,229 | 20,000 | 51,827 CHF | 25,352 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 50,000 | 20,000 | 47,272 | 20,000 | 57,584 CHF | 24,612 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 40,000 | 20,000 | 40,000 | 19,351 | 53,825 CHF | 26,254 CHF | 99.06% | 99.06% |
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