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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 | 1.20% | 1.67 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,322 CHF | 128,860 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.27% | 1.62 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,019 CHF | 82,054 CHF | 99.99% | 99.99% |
| 18/11/2024 | 1.40% | 1.65 CHF | 1.67 CHF | 75,000 | 75,000 | 66,990 | 63,971 | 109,709 CHF | 106,117 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.34% | 1.60 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,498 CHF | 78,541 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.39% | 1.65 CHF | 1.67 CHF | 50,000 | 50,000 | 48,156 | 48,156 | 75,019 CHF | 76,047 CHF | 97.31% | 97.31% |
| 13/11/2024 | 1.25% | 1.66 CHF | 1.68 CHF | 75,000 | 75,000 | 74,300 | 74,123 | 122,918 CHF | 124,160 CHF | 98.65% | 98.65% |
| 12/11/2024 | 1.28% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,861 CHF | 81,904 CHF | 96.80% | 96.80% |
| 11/11/2024 | 1.20% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,998 CHF | 87,032 CHF | 99.56% | 99.56% |
| 08/11/2024 | 1.22% | 1.70 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,002 CHF | 86,041 CHF | 99.41% | 99.41% |
| 07/11/2024 | 1.25% | 1.74 CHF | 1.76 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 84,685 CHF | 85,716 CHF | 97.66% | 97.66% |
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