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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 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,994 CHF | 54,494 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,736 CHF | 54,236 CHF | 98.56% | 98.56% |
| 18/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,495 CHF | 52,995 CHF | 99.26% | 99.26% |
| 15/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,781 CHF | 53,281 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,544 CHF | 53,044 CHF | 99.36% | 99.36% |
| 13/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,447 CHF | 52,947 CHF | 99.39% | 99.39% |
| 12/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,231 CHF | 51,731 CHF | 99.09% | 99.09% |
| 11/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,943 CHF | 51,443 CHF | 99.23% | 99.23% |
| 08/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,255 CHF | 51,755 CHF | 99.39% | 99.39% |
| 07/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,868 CHF | 51,368 CHF | 99.27% | 99.27% |
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