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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 | 1.60% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,894 CHF | 70,004 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.51% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,086 CHF | 69,123 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.69% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,971 CHF | 65,062 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.69% | 1.28 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,147 CHF | 65,241 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.66% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,974 CHF | 65,043 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.80% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 49,999 | 49,435 | 61,673 CHF | 62,074 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.67% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,320 CHF | 65,401 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.66% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,260 CHF | 63,299 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.73% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,998 CHF | 59,011 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.84% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 48,722 | 57,482 CHF | 57,026 CHF | 98.89% | 98.89% |
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