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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 2.20% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 51,955 | 50,000 | 52,602 CHF | 51,799 CHF | 96.67% | 96.67% |
| 20/11/2024 | 2.13% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 51,820 | 50,000 | 52,485 CHF | 51,780 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.32% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 59,621 | 50,000 | 58,186 CHF | 49,951 CHF | 93.01% | 93.01% |
| 18/11/2024 | 2.53% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 51,131 | 43,384 | 51,478 CHF | 44,613 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.02% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,183 CHF | 53,247 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.09% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,914 CHF | 54,034 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.15% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 49,375 | 51,640 CHF | 52,107 CHF | 99.40% | 99.40% |
| 12/11/2024 | 2.05% | 1.06 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,834 CHF | 55,967 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.09% | 1.13 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,566 CHF | 57,758 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.17% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,243 CHF | 54,411 CHF | 20.49% | 20.49% |
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