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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 | 1.38% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,705 CHF | 76,755 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.40% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,914 CHF | 75,967 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.52% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,774 CHF | 71,861 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.46% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,988 CHF | 72,034 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.43% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,829 CHF | 71,851 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.54% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 68,183 CHF | 68,759 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.48% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,084 CHF | 72,145 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.51% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,033 CHF | 70,080 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.57% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,723 CHF | 65,748 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.72% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 49,506 | 48,764 | 63,578 CHF | 63,687 CHF | 98.71% | 98.71% |
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