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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 | 0.79% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,926 CHF | 63,426 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,957 CHF | 62,501 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,001 CHF | 62,501 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,051 CHF | 63,551 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,119 CHF | 63,619 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 49,882 | 49,704 | 67,611 CHF | 67,874 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,600 CHF | 67,100 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.89% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,647 CHF | 64,216 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,738 CHF | 63,283 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.88% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 48,695 | 60,326 CHF | 59,231 CHF | 98.51% | 98.51% |
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