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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 | 0.99% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 52,626 | 50,000 | 52,803 CHF | 50,726 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 51,886 | 50,000 | 52,123 CHF | 50,756 CHF | 99.40% | 99.40% |
| 18/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 56,740 | 50,000 | 56,179 CHF | 50,048 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,596 CHF | 48,497 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,477 CHF | 49,231 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 58,688 | 49,704 | 57,192 CHF | 48,970 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,829 CHF | 52,329 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,839 CHF | 53,339 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 53,356 | 50,000 | 53,813 CHF | 50,991 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 51,150 | 48,703 | 51,191 CHF | 49,260 CHF | 99.13% | 99.13% |
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