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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 | 1.13% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 52,159 CHF | 52,744 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,077 CHF | 53,577 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,557 CHF | 52,057 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 57,780 | 50,000 | 57,161 CHF | 49,992 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.32% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 53,373 | 50,000 | 53,411 CHF | 50,758 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 57,514 | 49,375 | 56,892 CHF | 49,408 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,912 CHF | 54,433 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,248 CHF | 58,748 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,624 CHF | 59,124 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 57,465 CHF | 58,002 CHF | 99.06% | 99.06% |
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