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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% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,624 CHF | 77,124 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,131 CHF | 75,631 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,740 CHF | 75,240 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,538 CHF | 73,038 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,192 CHF | 70,692 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 49,774 | 49,436 | 69,851 CHF | 69,872 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,891 CHF | 72,391 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,959 CHF | 74,459 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,690 CHF | 72,190 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 49,498 | 48,746 | 72,376 CHF | 71,748 CHF | 99.05% | 99.05% |
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