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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 | 1.10% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,155 CHF | 71,942 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.19% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,881 CHF | 68,697 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.07% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,067 CHF | 69,813 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,114 CHF | 70,855 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.15% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,440 CHF | 73,279 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.11% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 49,777 | 49,383 | 70,936 CHF | 71,158 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.26% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,800 CHF | 71,700 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.20% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,101 CHF | 73,983 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.26% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,267 CHF | 71,154 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.35% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 49,481 | 48,444 | 69,371 CHF | 68,849 CHF | 99.12% | 99.12% |
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