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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 | 0.70% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,360 CHF | 71,860 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,040 CHF | 62,540 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.74% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,497 CHF | 67,997 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.70% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,134 CHF | 71,634 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,302 CHF | 77,802 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,789 CHF | 75,289 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.51% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,614 CHF | 98,114 CHF | 99.70% | 99.70% |
| 11/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,792 CHF | 104,292 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,476 CHF | 91,976 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,326 CHF | 99,826 CHF | 99.91% | 99.91% |
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