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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% | 1.91 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,065 CHF | 96,784 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.62% | 1.95 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,849 CHF | 99,466 CHF | 99.40% | 99.40% |
| 18/11/2024 | 0.63% | 1.95 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,904 CHF | 98,519 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,918 CHF | 97,467 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.56% | 1.89 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,807 CHF | 95,341 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.71% | 1.89 CHF | 1.91 CHF | 50,000 | 50,000 | 49,554 | 49,383 | 92,287 CHF | 92,622 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.79% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,633 CHF | 90,344 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.70% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,661 CHF | 91,299 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,287 CHF | 92,074 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.66% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 48,963 | 48,444 | 92,293 CHF | 91,912 CHF | 99.13% | 99.13% |
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