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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 | 0.65% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,280 CHF | 77,780 CHF | 99.82% | 99.82% |
| 19/11/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,677 CHF | 73,177 CHF | 99.82% | 99.82% |
| 18/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,572 CHF | 75,072 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,622 CHF | 77,122 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,124 CHF | 75,624 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,578 CHF | 75,078 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,254 CHF | 76,754 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,333 CHF | 80,833 CHF | 99.79% | 99.79% |
| 08/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,323 CHF | 77,823 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,139 CHF | 76,639 CHF | 99.70% | 99.70% |
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