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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 | 0.62% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,513 CHF | 87,047 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,583 CHF | 86,083 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,583 CHF | 86,083 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.60% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,613 CHF | 87,137 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,738 CHF | 87,238 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 49,704 | 49,704 | 90,831 CHF | 91,333 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,201 CHF | 90,701 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,283 CHF | 87,783 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,355 CHF | 86,855 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.63% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 48,695 | 48,695 | 81,686 CHF | 82,186 CHF | 98.51% | 98.51% |
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