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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 | 1.34% | 1.50 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,275 CHF | 79,328 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.34% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,484 CHF | 78,529 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.44% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,369 CHF | 74,432 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.43% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,544 CHF | 74,602 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.41% | 1.47 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,365 CHF | 74,406 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.51% | 1.44 CHF | 1.47 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 70,728 CHF | 71,302 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.44% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,666 CHF | 74,732 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.45% | 1.44 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,615 CHF | 72,662 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.49% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,295 CHF | 68,303 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.61% | 1.31 CHF | 1.33 CHF | 50,000 | 50,000 | 49,489 | 48,722 | 66,136 CHF | 66,146 CHF | 98.89% | 98.89% |
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