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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 | 1.07% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,723 CHF | 55,309 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.05% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,781 CHF | 54,349 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,830 CHF | 54,330 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,891 CHF | 55,471 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,966 CHF | 55,466 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 49,704 | 59,627 CHF | 59,781 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,483 CHF | 58,983 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,490 CHF | 56,022 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,621 CHF | 55,121 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 48,695 | 52,165 CHF | 51,279 CHF | 98.51% | 98.51% |
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