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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 | 0.79% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,980 CHF | 70,535 CHF | 99.00% | 99.00% |
| 19/11/2024 | 0.77% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,434 CHF | 69,968 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,531 CHF | 73,114 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,237 CHF | 74,737 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,392 CHF | 74,892 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.96% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 49,884 | 49,710 | 72,520 CHF | 72,964 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.88% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,889 CHF | 77,571 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,884 CHF | 80,518 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.93% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,535 CHF | 77,247 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 49,479 | 48,696 | 74,613 CHF | 74,064 CHF | 98.73% | 98.73% |
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