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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 | 0.90% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,137 CHF | 55,637 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,588 CHF | 56,088 CHF | 99.74% | 99.74% |
| 18/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,990 CHF | 54,490 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,026 CHF | 53,526 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,741 CHF | 52,241 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,650 CHF | 53,150 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,443 | 50,443 | 51,274 CHF | 51,778 CHF | 99.70% | 99.70% |
| 11/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,696 CHF | 73,446 CHF | 99.84% | 99.84% |
| 08/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,929 CHF | 73,679 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,947 CHF | 69,697 CHF | 99.86% | 99.86% |
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