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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 | 1.67% | 1.21 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,775 CHF | 64,846 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.67% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,984 CHF | 64,047 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.79% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,877 CHF | 59,939 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.78% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,056 CHF | 60,119 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.75% | 1.18 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,876 CHF | 59,915 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.87% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 49,435 | 56,571 CHF | 56,977 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.78% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,181 CHF | 60,243 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.83% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,136 CHF | 58,191 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.90% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,812 CHF | 53,823 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.05% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 48,722 | 52,342 CHF | 52,034 CHF | 98.89% | 98.89% |
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