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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% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 96,482 CHF | 96,982 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.56% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,772 CHF | 98,317 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,213 CHF | 96,713 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,129 CHF | 94,629 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.63% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,810 CHF | 95,413 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.66% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 49,548 | 49,375 | 93,226 CHF | 93,515 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.55% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,567 CHF | 99,109 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,881 CHF | 103,396 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.58% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,186 CHF | 103,786 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.68% | 2.06 CHF | 2.08 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 100,183 CHF | 100,825 CHF | 99.06% | 99.06% |
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