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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 820,763 CHF | 825,763 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 767,582 CHF | 772,582 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 500,000 | 500,000 | 499,998 | 499,997 | 761,875 CHF | 766,873 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 974,502 CHF | 979,502 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.66% | 1.91 CHF | 1.92 CHF | 500,000 | 500,000 | 499,995 | 500,000 | 755,827 CHF | 760,835 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 500,000 | 500,000 | 500,000 | 499,986 | 543,831 CHF | 548,814 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 500,000 | 500,000 | 499,995 | 500,000 | 765,739 CHF | 770,747 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.72% | 1.25 CHF | 1.26 CHF | 500,000 | 500,000 | 500,000 | 499,995 | 697,232 CHF | 702,224 CHF | 99.41% | 99.41% |
| 06/11/2024 | 0.75% | 1.86 CHF | 1.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 696,883 CHF | 701,883 CHF | 100.00% | 100.00% |
| 05/11/2024 | 0.61% | 1.50 CHF | 1.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 411,180 CHF | 413,680 CHF | 97.74% | 99.68% |
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