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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 | 1.18% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,942 CHF | 65,715 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.53% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,697 CHF | 62,645 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.49% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,813 CHF | 63,754 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.41% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,855 CHF | 64,763 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.35% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,279 CHF | 67,183 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.23% | 1.31 CHF | 1.33 CHF | 50,000 | 50,000 | 49,777 | 49,383 | 64,842 CHF | 65,122 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.22% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,700 CHF | 65,491 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.25% | 1.31 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,983 CHF | 67,827 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.17% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,154 CHF | 64,911 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.35% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 49,494 | 48,444 | 63,370 CHF | 62,878 CHF | 99.12% | 99.12% |
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