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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 | 0.87% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,980 CHF | 57,480 CHF | 99.00% | 99.00% |
| 19/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,434 CHF | 56,934 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,531 CHF | 60,114 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,152 CHF | 61,737 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,330 CHF | 61,892 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.95% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 49,710 | 59,627 CHF | 59,849 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.78% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,889 CHF | 64,389 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,884 CHF | 67,384 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.12% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,535 CHF | 64,247 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 48,696 | 62,375 CHF | 61,403 CHF | 98.73% | 98.73% |
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