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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 680,990 CHF | 685,990 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 749,134 CHF | 754,134 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 756,420 CHF | 761,420 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 1.03 CHF | 1.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 549,821 CHF | 554,821 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.65% | 1.14 CHF | 1.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 772,900 CHF | 777,900 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 990,083 CHF | 995,083 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 783,993 CHF | 788,993 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.58% | 1.86 CHF | 1.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 858,887 CHF | 863,887 CHF | 99.42% | 99.42% |
| 06/11/2024 | 0.60% | 1.26 CHF | 1.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 860,057 CHF | 865,057 CHF | 100.00% | 100.00% |
| 05/11/2024 | 0.67% | 1.65 CHF | 1.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 374,679 CHF | 377,179 CHF | 99.50% | 99.50% |
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