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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 | 0.74% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 75,987 CHF | 76,548 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,178 CHF | 77,678 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,620 CHF | 76,120 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,599 CHF | 74,099 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,258 CHF | 74,810 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.75% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 49,774 | 49,375 | 73,194 CHF | 73,154 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,933 CHF | 78,433 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.77% | 1.63 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,248 CHF | 82,881 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,624 CHF | 83,186 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.71% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 80,478 CHF | 81,016 CHF | 99.06% | 99.06% |
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