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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,666 CHF | 38,166 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,609 CHF | 38,109 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,805 CHF | 38,305 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,275 CHF | 39,775 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,850 CHF | 39,350 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,792 CHF | 39,292 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,755 CHF | 41,255 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 41,635 CHF | 42,131 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,460 CHF | 41,960 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,339 CHF | 38,839 CHF | 100.00% | 100.00% |
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