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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 | 0.72% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 70,113 CHF | 70,613 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,178 CHF | 71,772 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,620 CHF | 70,213 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.78% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,599 CHF | 68,129 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,258 CHF | 68,810 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 49,774 | 49,375 | 67,268 CHF | 67,229 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.88% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,933 CHF | 72,567 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,381 CHF | 76,881 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,686 CHF | 77,186 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.90% | 1.53 CHF | 1.55 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 74,772 CHF | 75,412 CHF | 99.06% | 99.06% |
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