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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 | 0.64% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,723 CHF | 78,223 CHF | 99.00% | 99.00% |
| 19/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,291 CHF | 77,791 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,350 CHF | 80,850 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,989 CHF | 82,652 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,112 CHF | 82,830 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.85% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 49,884 | 49,710 | 80,259 CHF | 80,664 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.74% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,672 CHF | 85,304 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,580 CHF | 88,317 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,453 CHF | 85,035 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.66% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 49,479 | 48,696 | 82,491 CHF | 81,744 CHF | 98.73% | 98.73% |
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