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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 | 0.96% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,809 CHF | 56,349 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,892 CHF | 55,392 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,872 CHF | 55,372 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,971 CHF | 56,497 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,027 CHF | 56,527 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 49,704 | 60,683 CHF | 60,832 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,510 CHF | 60,010 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,605 CHF | 57,105 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,659 CHF | 56,159 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 48,695 | 53,217 CHF | 52,302 CHF | 98.51% | 98.51% |
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