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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 | 0.72% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,683 CHF | 70,183 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,333 CHF | 68,833 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,892 CHF | 68,392 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,790 CHF | 66,290 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,415 CHF | 63,915 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 49,774 | 49,436 | 63,021 CHF | 63,091 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,915 CHF | 65,415 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,114 CHF | 67,614 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,780 CHF | 65,280 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 49,498 | 48,746 | 65,638 CHF | 65,114 CHF | 99.05% | 99.05% |
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