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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 | 1.39% | 1.44 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,275 CHF | 76,328 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.41% | 1.46 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,495 CHF | 75,555 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.50% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,377 CHF | 71,439 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.50% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,544 CHF | 71,613 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.48% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,380 CHF | 71,432 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.54% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 67,778 CHF | 68,351 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.47% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,705 CHF | 71,750 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.47% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,691 CHF | 69,707 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.58% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,385 CHF | 65,412 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.68% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 49,506 | 48,764 | 63,246 CHF | 63,331 CHF | 98.71% | 98.71% |
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