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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 | 0.65% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 85,105 CHF | 85,657 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.63% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,272 CHF | 86,817 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.64% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,713 CHF | 85,256 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.67% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,629 CHF | 83,182 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,413 CHF | 83,913 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.69% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 49,774 | 49,375 | 82,319 CHF | 82,221 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,109 CHF | 87,609 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.66% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,396 CHF | 92,005 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.60% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,786 CHF | 92,340 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.64% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 89,305 CHF | 89,833 CHF | 99.06% | 99.06% |
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