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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 | 1.68% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,980 CHF | 66,082 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.79% | 1.21 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,848 CHF | 60,928 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.71% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,657 CHF | 61,705 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.77% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,843 CHF | 60,914 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.87% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,730 CHF | 56,780 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.89% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,928 CHF | 56,994 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.84% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,800 CHF | 56,835 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.01% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 49,435 | 53,451 CHF | 53,908 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.87% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,066 CHF | 57,125 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.94% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,033 CHF | 55,091 CHF | 100.00% | 100.00% |
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