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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 | 1.60% | 1.26 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,240 CHF | 67,306 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.59% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,467 CHF | 66,515 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.71% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,361 CHF | 62,418 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.70% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,529 CHF | 62,586 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.68% | 1.23 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,368 CHF | 62,409 CHF | 98.56% | 98.56% |
| 13/11/2024 | 1.79% | 1.20 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 49,435 | 59,061 CHF | 59,438 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.71% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,666 CHF | 62,732 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.72% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,662 CHF | 60,695 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.81% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,373 CHF | 56,385 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.96% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 48,764 | 54,861 CHF | 54,539 CHF | 98.71% | 98.71% |
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