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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 | 1.01% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,123 CHF | 54,673 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,145 CHF | 56,674 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,567 CHF | 55,112 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,385 CHF | 55,941 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,651 CHF | 54,214 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.00% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 49,700 | 54,176 CHF | 54,391 CHF | 98.35% | 98.35% |
| 12/11/2024 | 1.06% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,303 CHF | 51,847 CHF | 99.93% | 99.93% |
| 11/11/2024 | 1.15% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,591 CHF | 49,389 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.04% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,918 CHF | 52,460 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.09% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 48,695 | 51,685 CHF | 50,872 CHF | 98.50% | 98.50% |
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