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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 | 0.74% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 67,575 CHF | 68,071 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 49,522 | 49,522 | 66,072 CHF | 66,567 CHF | 98.74% | 98.74% |
| 18/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 61,243 CHF | 61,739 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,472 CHF | 63,972 CHF | 71.70% | 71.70% |
| 14/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 66,584 CHF | 67,079 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 69,957 CHF | 70,453 CHF | 99.82% | 99.82% |
| 12/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 70,271 CHF | 70,767 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 49,467 | 49,467 | 65,325 CHF | 65,820 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 64,348 CHF | 64,844 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 53,254 CHF | 53,750 CHF | 100.00% | 100.00% |
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