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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 | 1.35% | 1.55 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,306 CHF | 81,394 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.31% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,529 CHF | 80,578 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.39% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,418 CHF | 76,471 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.39% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,575 CHF | 76,632 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.40% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,418 CHF | 76,479 CHF | 96.42% | 96.42% |
| 13/11/2024 | 1.43% | 1.49 CHF | 1.51 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 72,777 CHF | 73,313 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.38% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,732 CHF | 76,787 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.37% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,702 CHF | 74,717 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.46% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,412 CHF | 70,435 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.58% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 49,506 | 48,764 | 68,219 CHF | 68,242 CHF | 98.71% | 98.71% |
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