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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 | 1.22% | 1.20 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,537 CHF | 61,279 CHF | 14.13% | 100.00% |
| 19/11/2024 | 1.16% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,065 CHF | 58,740 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.43% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 43,384 | 56,352 CHF | 49,893 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.28% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,427 CHF | 55,127 CHF | 99.97% | 99.97% |
| 14/11/2024 | 1.41% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,329 CHF | 65,241 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.98% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 49,893 | 49,375 | 62,641 CHF | 62,597 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.19% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,153 CHF | 63,910 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.55% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,299 CHF | 66,320 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.08% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,091 CHF | 64,790 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.26% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 48,444 | 61,161 CHF | 60,062 CHF | 99.23% | 99.23% |
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