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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 | 0.94% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,035 CHF | 53,535 CHF | 99.00% | 99.00% |
| 19/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,468 CHF | 52,968 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.21% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,614 CHF | 56,292 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.23% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,237 CHF | 57,948 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.12% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,392 CHF | 58,039 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.25% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 49,710 | 55,687 CHF | 56,063 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.83% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,071 CHF | 60,571 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,018 CHF | 63,518 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.96% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,747 CHF | 60,324 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 48,696 | 58,467 CHF | 57,556 CHF | 98.73% | 98.73% |
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