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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 | 0.82% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,014 CHF | 61,514 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,191 CHF | 64,691 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,708 CHF | 59,208 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,854 CHF | 58,354 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,609 CHF | 62,109 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,931 CHF | 66,431 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,526 CHF | 61,026 CHF | 99.67% | 99.67% |
| 11/11/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 67,678 | 67,678 | 66,658 CHF | 67,335 CHF | 99.88% | 99.88% |
| 08/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 55,901 | 55,901 | 56,071 CHF | 56,630 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.15% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 73,448 | 73,448 | 63,458 CHF | 64,192 CHF | 99.90% | 99.90% |
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