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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 | 0.91% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,902 CHF | 55,402 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,289 CHF | 55,789 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,083 CHF | 53,583 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,138 CHF | 51,638 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,950 CHF | 53,450 CHF | 99.66% | 99.66% |
| 13/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,854 CHF | 54,354 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,745 CHF | 53,245 CHF | 99.83% | 99.83% |
| 11/11/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,377 CHF | 48,877 CHF | 99.83% | 99.83% |
| 08/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,034 CHF | 48,534 CHF | 99.86% | 99.86% |
| 07/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,045 CHF | 42,545 CHF | 99.90% | 99.90% |
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