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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 | 0.70% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,284 CHF | 76,819 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,966 CHF | 79,577 CHF | 99.40% | 99.40% |
| 18/11/2024 | 0.75% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,019 CHF | 78,604 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,967 CHF | 77,683 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,841 CHF | 75,626 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.77% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 49,777 | 49,383 | 72,939 CHF | 72,920 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.79% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,844 CHF | 70,397 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,799 CHF | 71,393 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,491 CHF | 72,198 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.96% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 49,481 | 48,444 | 73,551 CHF | 72,717 CHF | 99.13% | 99.13% |
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