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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 | 1.35% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,624 CHF | 85,773 CHF | 99.64% | 99.64% |
| 19/11/2024 | 0.93% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,554 CHF | 73,229 CHF | 96.66% | 96.66% |
| 18/11/2024 | 1.08% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 47,794 | 44,486 | 71,039 CHF | 66,760 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.03% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,867 CHF | 77,662 CHF | 97.65% | 97.65% |
| 14/11/2024 | 1.47% | 1.57 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,303 CHF | 80,478 CHF | 99.42% | 99.42% |
| 13/11/2024 | 1.42% | 1.63 CHF | 1.65 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 81,715 CHF | 82,313 CHF | 98.22% | 98.22% |
| 12/11/2024 | 1.35% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,267 CHF | 88,449 CHF | 99.54% | 99.54% |
| 11/11/2024 | 1.28% | 1.84 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,028 CHF | 93,213 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.36% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,865 CHF | 86,025 CHF | 96.69% | 96.69% |
| 07/11/2024 | 1.42% | 1.72 CHF | 1.74 CHF | 50,000 | 50,000 | 49,481 | 48,702 | 85,227 CHF | 85,130 CHF | 99.02% | 99.02% |
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