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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 | 1.68% | 1.18 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,240 CHF | 63,297 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.69% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,467 CHF | 62,515 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.87% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,336 CHF | 58,418 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.80% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,529 CHF | 58,575 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.80% | 1.15 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,368 CHF | 58,409 CHF | 98.56% | 98.56% |
| 13/11/2024 | 1.94% | 1.12 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 49,435 | 55,049 CHF | 55,483 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.83% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,666 CHF | 58,732 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.84% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,662 CHF | 56,695 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.95% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 52,012 | 50,000 | 53,362 CHF | 52,385 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.11% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 50,704 | 48,764 | 51,555 CHF | 50,637 CHF | 98.71% | 98.71% |
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