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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 | 0.66% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,223 CHF | 75,723 CHF | 99.00% | 99.00% |
| 19/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,791 CHF | 75,291 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.87% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,850 CHF | 78,531 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,489 CHF | 80,152 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.90% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,612 CHF | 80,330 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.88% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 49,884 | 49,710 | 77,765 CHF | 78,178 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,304 CHF | 82,804 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,317 CHF | 85,817 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.71% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,953 CHF | 82,535 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.67% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 49,479 | 48,696 | 80,038 CHF | 79,328 CHF | 98.73% | 98.73% |
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