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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 | 0.54% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,624 CHF | 93,124 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,131 CHF | 91,631 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,740 CHF | 91,240 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,538 CHF | 89,038 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,192 CHF | 86,692 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 49,549 | 49,436 | 85,389 CHF | 85,692 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,891 CHF | 88,391 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,959 CHF | 90,459 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,621 CHF | 88,121 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 48,997 | 48,746 | 87,303 CHF | 87,347 CHF | 99.05% | 99.05% |
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