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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 | 0.98% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,889 CHF | 55,430 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,785 CHF | 57,334 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,306 CHF | 55,877 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,150 CHF | 56,685 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,414 CHF | 54,936 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.06% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 49,700 | 54,927 CHF | 55,178 CHF | 98.35% | 98.35% |
| 12/11/2024 | 1.05% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,149 CHF | 52,702 CHF | 99.93% | 99.93% |
| 11/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 56,659 | 50,000 | 56,213 CHF | 50,151 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,684 CHF | 53,228 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.09% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 48,695 | 52,433 CHF | 51,611 CHF | 98.50% | 98.50% |
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