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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 | 0.50% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,783 CHF | 99,283 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,333 CHF | 97,833 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,892 CHF | 97,392 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,790 CHF | 95,290 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,415 CHF | 92,915 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 49,549 | 49,436 | 91,473 CHF | 91,764 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,991 CHF | 94,491 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,114 CHF | 96,614 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,834 CHF | 94,334 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.55% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 48,997 | 48,746 | 93,374 CHF | 93,387 CHF | 99.05% | 99.05% |
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