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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 | 0.93% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,035 CHF | 66,654 CHF | 99.00% | 99.00% |
| 19/11/2024 | 1.18% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,468 CHF | 66,245 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.98% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,614 CHF | 69,292 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,448 CHF | 70,989 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,539 CHF | 71,112 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.83% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 49,884 | 49,710 | 68,719 CHF | 69,050 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.82% | 1.40 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,071 CHF | 73,672 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,018 CHF | 76,580 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,824 CHF | 73,324 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.77% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 49,479 | 48,696 | 70,796 CHF | 70,230 CHF | 98.73% | 98.73% |
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