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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 | 0.68% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 74,223 CHF | 74,723 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.72% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,272 CHF | 75,817 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.73% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,713 CHF | 74,256 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,629 CHF | 72,182 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,310 CHF | 72,913 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 49,774 | 49,375 | 71,369 CHF | 71,297 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.71% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,067 CHF | 76,609 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,396 CHF | 80,896 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,786 CHF | 81,286 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.73% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 78,757 CHF | 79,286 CHF | 99.06% | 99.06% |
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