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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 | 0.72% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,633 CHF | 75,174 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,705 CHF | 74,259 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,702 CHF | 74,202 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,739 CHF | 75,338 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,880 CHF | 75,380 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 49,704 | 49,704 | 79,054 CHF | 79,558 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.73% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,299 CHF | 78,876 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.71% | 1.53 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,379 CHF | 75,913 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,554 CHF | 75,054 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.73% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 48,695 | 48,695 | 70,155 CHF | 70,655 CHF | 98.51% | 98.51% |
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