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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 | 0.92% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,824 CHF | 54,324 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,286 CHF | 54,786 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,083 CHF | 52,583 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 51,104 | 50,000 | 51,230 CHF | 50,638 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,024 | 50,000 | 51,983 CHF | 52,459 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 49,519 | 52,852 CHF | 52,837 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,784 CHF | 52,284 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,852 CHF | 47,877 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,598 CHF | 23,832 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 68,526 | 24,740 | 56,409 CHF | 20,627 CHF | 99.06% | 99.06% |
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