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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.12% | 1.74 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,545 CHF | 89,545 CHF | 99.84% | 99.84% |
| 22/11/2024 | 1.10% | 1.85 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,284 CHF | 91,284 CHF | 99.49% | 99.49% |
| 20/11/2024 | 1.19% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 51,575 | 51,575 | 85,908 CHF | 86,939 CHF | 99.99% | 99.99% |
| 19/11/2024 | 1.16% | 1.62 CHF | 1.64 CHF | 60,000 | 60,000 | 52,163 | 52,163 | 89,746 CHF | 90,790 CHF | 88.47% | 93.30% |
| 18/11/2024 | 1.05% | 1.92 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,931 CHF | 95,931 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 1.90 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,912 CHF | 96,912 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 1.99 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,545 CHF | 99,545 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,740 CHF | 96,740 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 2.04 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,017 CHF | 105,017 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.91% | 2.13 CHF | 2.15 CHF | 50,000 | 50,000 | 49,996 | 49,996 | 108,901 CHF | 109,901 CHF | 100.00% | 100.00% |
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