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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 | 0.95% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,013 CHF | 69,673 CHF | 99.64% | 99.64% |
| 19/11/2024 | 1.10% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,792 CHF | 59,445 CHF | 96.67% | 96.67% |
| 18/11/2024 | 1.30% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 44,486 | 59,838 CHF | 53,857 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.10% | 1.21 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,056 CHF | 62,741 CHF | 97.65% | 97.65% |
| 14/11/2024 | 1.07% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,257 CHF | 64,949 CHF | 99.42% | 99.42% |
| 13/11/2024 | 1.03% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 66,331 CHF | 66,559 CHF | 98.22% | 98.22% |
| 12/11/2024 | 0.93% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,990 CHF | 71,654 CHF | 99.54% | 99.54% |
| 11/11/2024 | 0.90% | 1.50 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,867 CHF | 75,544 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,712 CHF | 69,400 CHF | 96.69% | 96.69% |
| 07/11/2024 | 0.98% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 49,481 | 48,702 | 69,241 CHF | 68,862 CHF | 99.02% | 99.02% |
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