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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 | 0.52% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,183 CHF | 96,683 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,693 CHF | 95,193 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,289 CHF | 94,789 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,233 CHF | 92,733 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,863 CHF | 90,363 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 49,549 | 49,436 | 88,942 CHF | 89,240 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,415 CHF | 91,915 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,488 CHF | 93,988 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,280 CHF | 91,780 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 48,997 | 48,746 | 90,859 CHF | 90,885 CHF | 99.05% | 99.05% |
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