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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 | 1.00% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,442 CHF | 64,083 CHF | 99.64% | 99.64% |
| 19/11/2024 | 1.29% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,132 | 50,000 | 52,657 CHF | 53,208 CHF | 96.67% | 96.67% |
| 18/11/2024 | 1.50% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 44,486 | 54,158 CHF | 48,828 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.15% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,459 CHF | 57,114 CHF | 97.65% | 97.65% |
| 14/11/2024 | 1.14% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,716 CHF | 59,389 CHF | 99.42% | 99.42% |
| 13/11/2024 | 1.12% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 49,435 | 61,240 CHF | 61,229 CHF | 98.22% | 98.22% |
| 12/11/2024 | 1.06% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,001 CHF | 66,705 CHF | 99.54% | 99.54% |
| 11/11/2024 | 0.96% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,345 CHF | 71,025 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.08% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,666 CHF | 64,360 CHF | 96.69% | 96.69% |
| 07/11/2024 | 1.06% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 48,702 | 64,829 CHF | 63,895 CHF | 99.02% | 99.02% |
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