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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% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,510 CHF | 57,010 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,502 CHF | 59,002 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,682 CHF | 56,182 CHF | 99.84% | 99.84% |
| 15/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,057 CHF | 55,557 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,314 CHF | 57,814 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,900 CHF | 60,400 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,748 CHF | 60,248 CHF | 99.69% | 99.69% |
| 11/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,765 CHF | 55,265 CHF | 99.85% | 99.85% |
| 08/11/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,356 | 50,356 | 54,485 CHF | 54,989 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 71,598 | 71,598 | 68,247 CHF | 68,963 CHF | 99.84% | 99.84% |
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