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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 | 1.20% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,980 CHF | 92,082 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.22% | 1.72 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,775 CHF | 86,824 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.20% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,614 CHF | 87,662 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.26% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,708 CHF | 86,797 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.30% | 1.63 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,661 CHF | 82,730 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.32% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,838 CHF | 82,928 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.35% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,642 CHF | 82,754 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.32% | 1.61 CHF | 1.63 CHF | 50,000 | 50,000 | 49,774 | 49,435 | 79,016 CHF | 79,513 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.28% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,964 CHF | 83,021 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.33% | 1.61 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,880 CHF | 80,948 CHF | 100.00% | 100.00% |
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