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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,418 CHF | 70,918 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,740 CHF | 67,240 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 66,330 CHF | 66,780 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 67,606 CHF | 68,056 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 63,489 CHF | 63,889 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 72,046 CHF | 72,496 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 68,387 CHF | 68,837 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,758 CHF | 77,258 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,847 CHF | 71,347 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,639 CHF | 68,139 CHF | 100.00% | 100.00% |
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