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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 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,206 CHF | 59,706 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,750 CHF | 59,250 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,525 CHF | 57,025 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,527 CHF | 57,027 CHF | 99.40% | 99.40% |
| 18/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,896 CHF | 56,396 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,442 CHF | 54,942 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,127 CHF | 55,627 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 49,704 | 55,039 CHF | 55,221 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,171 CHF | 58,671 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,102 CHF | 59,602 CHF | 100.00% | 100.00% |
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