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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 | 0.75% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,047 CHF | 66,547 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,083 CHF | 65,650 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,083 CHF | 65,623 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,137 CHF | 66,637 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,238 CHF | 66,738 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.76% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 49,882 | 49,704 | 70,702 CHF | 70,988 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.81% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,701 CHF | 70,269 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,783 CHF | 67,283 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,855 CHF | 66,423 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.92% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 49,478 | 48,695 | 62,730 CHF | 62,283 CHF | 98.51% | 98.51% |
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