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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 | 1.71% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,694 CHF | 60,725 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.77% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,892 CHF | 59,943 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.88% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,760 CHF | 55,799 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.88% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,974 CHF | 56,015 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.86% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,816 CHF | 55,846 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.00% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 49,435 | 52,480 CHF | 52,926 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.91% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,074 CHF | 56,136 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.93% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,019 CHF | 54,051 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.06% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 56,910 | 50,000 | 55,330 CHF | 49,737 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.28% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 48,764 | 57,835 CHF | 48,063 CHF | 98.71% | 98.71% |
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