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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 | 0.72% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 72,909 CHF | 73,434 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,934 CHF | 74,577 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.88% | 1.46 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,415 CHF | 73,057 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,385 CHF | 70,992 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,026 CHF | 71,594 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 49,774 | 49,375 | 70,108 CHF | 70,049 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.81% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,801 CHF | 75,412 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,205 CHF | 79,705 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,475 CHF | 79,975 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 77,498 CHF | 78,092 CHF | 99.06% | 99.06% |
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