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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 | 0.81% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,654 CHF | 62,154 CHF | 99.00% | 99.00% |
| 19/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,245 CHF | 61,745 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.86% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,292 CHF | 64,850 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,948 CHF | 66,489 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,039 CHF | 66,612 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.89% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 49,884 | 49,710 | 64,229 CHF | 64,577 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,672 CHF | 69,172 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,580 CHF | 72,080 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.92% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,324 CHF | 68,953 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.29% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 49,479 | 48,696 | 66,343 CHF | 66,162 CHF | 98.73% | 98.73% |
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