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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 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,654 CHF | 77,154 CHF | 98.55% | 98.55% |
| 19/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 49,979 | 49,979 | 71,198 CHF | 71,697 CHF | 97.82% | 97.82% |
| 18/11/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,954 CHF | 84,454 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.56% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 49,999 | 49,999 | 89,468 CHF | 89,968 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.56% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,086 CHF | 89,586 CHF | 98.65% | 98.65% |
| 13/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,989 CHF | 85,489 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.58% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,751 CHF | 86,251 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,244 CHF | 84,744 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,223 CHF | 80,723 CHF | 98.61% | 98.61% |
| 07/11/2024 | 0.58% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,355 CHF | 85,855 CHF | 100.00% | 100.00% |
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