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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.70% | 1.50 CHF | 1.52 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 58,503 CHF | 1,473 CHF | 93.76% | 93.76% |
| 12/11/2024 | 0.72% | 1.47 CHF | 1.48 CHF | 40,000 | 1,000 | 40,000 | 1,000 | 56,838 CHF | 1,431 CHF | 99.53% | 99.53% |
| 11/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50,000 | 1,000 | 44,945 | 1,000 | 55,868 CHF | 1,254 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 58,944 CHF | 1,189 CHF | 58.92% | 58.92% |
| 07/11/2024 | 0.88% | 1.07 CHF | 1.08 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 57,562 CHF | 1,161 CHF | 88.28% | 88.28% |
| 06/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 40,000 | 1,000 | 40,339 | 1,000 | 51,394 CHF | 1,285 CHF | 90.18% | 90.18% |
| 05/11/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 50,000 | 1,000 | 49,999 | 1,000 | 53,770 CHF | 1,086 CHF | 96.66% | 96.66% |
| 04/11/2024 | 0.97% | 1.08 CHF | 1.09 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 55,376 CHF | 1,118 CHF | 92.37% | 92.37% |
| 01/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 53,650 CHF | 1,083 CHF | 99.75% | 99.75% |
| 31/10/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 56,550 CHF | 1,141 CHF | 99.76% | 99.76% |
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