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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% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,487 | 50,487 | 53,121 CHF | 53,625 CHF | 99.83% | 99.83% |
| 19/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,142 CHF | 72,892 CHF | 99.85% | 99.85% |
| 18/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 63,279 | 63,279 | 62,994 CHF | 63,627 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 52,425 | 52,427 | 54,639 CHF | 55,166 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,574 | 50,574 | 50,996 CHF | 51,502 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 64,659 | 64,659 | 64,272 CHF | 64,918 CHF | 99.96% | 99.96% |
| 12/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 51,755 | 51,755 | 53,426 CHF | 53,943 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,770 CHF | 56,270 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,777 CHF | 53,277 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,870 | 50,870 | 52,535 CHF | 53,044 CHF | 99.69% | 99.69% |
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