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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 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 52,950 | 50,000 | 53,004 CHF | 50,585 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,620 CHF | 52,120 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,193 CHF | 51,693 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,192 CHF | 51,692 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,164 CHF | 53,664 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 49,448 | 54,386 CHF | 54,279 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,757 CHF | 54,257 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,853 | 50,000 | 51,458 CHF | 51,114 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.55% | 1.05 CHF | 1.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,315 CHF | 27,742 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 48,697 | 51,571 CHF | 50,730 CHF | 98.73% | 98.73% |
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