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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 | 1.50% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,572 CHF | 71,637 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.52% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,674 CHF | 70,741 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.61% | 1.31 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,628 CHF | 66,695 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.63% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,822 CHF | 66,903 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.67% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,626 CHF | 66,733 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.68% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 63,058 CHF | 63,681 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.58% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,957 CHF | 67,007 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.66% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,865 CHF | 64,933 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.69% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,539 CHF | 60,554 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.85% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 48,722 | 59,030 CHF | 58,572 CHF | 98.89% | 98.89% |
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