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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 | 0.88% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 64,115 CHF | 64,677 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.92% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,077 CHF | 65,678 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,620 CHF | 64,120 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,599 CHF | 62,099 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,258 CHF | 62,758 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.90% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 49,375 | 61,525 CHF | 61,304 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.96% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,933 CHF | 66,567 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,248 CHF | 70,881 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,624 CHF | 71,186 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.76% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 69,019 CHF | 69,509 CHF | 99.06% | 99.06% |
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