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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 | 2.06% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,973 CHF | 54,077 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.89% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,563 | 50,000 | 51,773 CHF | 52,192 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.45% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 43,384 | 52,660 CHF | 46,662 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.95% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,096 CHF | 55,161 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.06% | 1.08 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,824 CHF | 55,966 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.21% | 1.07 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 49,375 | 53,752 CHF | 54,266 CHF | 99.40% | 99.40% |
| 12/11/2024 | 2.28% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,595 CHF | 57,901 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.98% | 1.17 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,553 CHF | 59,723 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.22% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,927 CHF | 56,159 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.12% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 48,743 | 55,484 CHF | 55,271 CHF | 99.06% | 99.06% |
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