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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 | 1.59% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,563 CHF | 67,628 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.62% | 1.28 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,659 CHF | 66,728 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.73% | 1.23 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,612 CHF | 62,684 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.78% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,786 CHF | 62,897 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.74% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,610 CHF | 62,690 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.81% | 1.21 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 49,435 | 59,325 CHF | 59,719 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.67% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,955 CHF | 62,999 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.74% | 1.21 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,849 CHF | 60,902 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.83% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,527 CHF | 56,554 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.00% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 48,722 | 55,022 CHF | 54,674 CHF | 98.89% | 98.89% |
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