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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 | 0.82% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,955 CHF | 61,455 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,501 CHF | 57,001 CHF | 98.01% | 98.01% |
| 18/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,190 CHF | 57,690 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.82% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,795 CHF | 61,295 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,392 CHF | 69,892 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,028 CHF | 68,528 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,906 CHF | 70,406 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,628 CHF | 72,128 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,173 CHF | 67,673 CHF | 99.00% | 99.00% |
| 07/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,424 CHF | 64,924 CHF | 98.78% | 98.78% |
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