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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 | 1.38% | 1.48 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,054 CHF | 114,623 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.44% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,584 CHF | 72,624 CHF | 99.99% | 99.99% |
| 18/11/2024 | 1.57% | 1.46 CHF | 1.48 CHF | 75,000 | 75,000 | 67,280 | 63,971 | 97,496 CHF | 94,037 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.51% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,169 CHF | 69,207 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.58% | 1.46 CHF | 1.48 CHF | 50,000 | 50,000 | 48,156 | 48,156 | 66,019 CHF | 67,050 CHF | 97.31% | 97.31% |
| 13/11/2024 | 1.41% | 1.47 CHF | 1.49 CHF | 75,000 | 75,000 | 74,306 | 74,123 | 108,950 CHF | 110,215 CHF | 98.65% | 98.65% |
| 12/11/2024 | 1.45% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,517 CHF | 72,559 CHF | 96.80% | 96.80% |
| 11/11/2024 | 1.32% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,558 CHF | 77,579 CHF | 99.56% | 99.56% |
| 08/11/2024 | 1.36% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,590 CHF | 76,625 CHF | 99.41% | 99.41% |
| 07/11/2024 | 1.40% | 1.55 CHF | 1.58 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 75,605 CHF | 76,634 CHF | 97.66% | 97.66% |
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