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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 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 79,449 CHF | 79,949 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,577 CHF | 81,178 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.71% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,057 CHF | 79,620 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,992 CHF | 77,599 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,594 CHF | 78,258 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 49,774 | 49,375 | 76,678 CHF | 76,564 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,412 CHF | 81,933 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.63% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,705 CHF | 86,248 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,975 CHF | 86,624 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.63% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 83,834 CHF | 84,325 CHF | 99.06% | 99.06% |
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