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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 | 0.53% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,547 CHF | 95,047 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.60% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,583 CHF | 94,150 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.58% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,583 CHF | 94,123 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,637 CHF | 95,137 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,787 CHF | 95,287 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 49,704 | 49,704 | 98,817 CHF | 99,321 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,269 CHF | 98,769 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,283 CHF | 95,801 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,423 CHF | 94,923 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.58% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 48,695 | 48,695 | 89,539 CHF | 90,042 CHF | 98.51% | 98.51% |
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