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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 | 0.96% | 1.05 CHF | 1.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 522,110 CHF | 527,109 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 1.11 CHF | 1.12 CHF | 500,000 | 500,000 | 500,000 | 499,997 | 590,014 CHF | 595,011 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.25 CHF | 1.26 CHF | 500,000 | 500,000 | 499,999 | 500,000 | 597,477 CHF | 602,479 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 500,000 | 500,000 | 500,000 | 499,997 | 391,041 CHF | 396,039 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 0.83 CHF | 0.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 613,964 CHF | 618,964 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 830,768 CHF | 835,767 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 1.20 CHF | 1.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 624,769 CHF | 629,769 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.72% | 1.54 CHF | 1.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 698,758 CHF | 703,758 CHF | 99.41% | 99.41% |
| 06/11/2024 | 0.76% | 0.94 CHF | 0.95 CHF | 500,000 | 500,000 | 500,000 | 499,999 | 694,738 CHF | 699,737 CHF | 100.00% | 100.00% |
| 05/11/2024 | - | 1.30 CHF | 1.15 CHF | 250,000 | 125,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.47% |
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