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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 | 1.07% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,618 CHF | 46,849 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,394 CHF | 48,329 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,986 CHF | 47,988 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,869 CHF | 47,891 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 57,882 | 50,000 | 57,066 CHF | 49,828 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 49,448 | 50,658 CHF | 50,598 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,945 | 50,000 | 50,927 CHF | 50,492 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,282 CHF | 47,402 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.70% | 0.97 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,458 CHF | 25,895 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 48,697 | 57,300 CHF | 46,998 CHF | 98.73% | 98.73% |
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