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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 | 0.52% | 1.96 CHF | 1.97 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 76,386 CHF | 76,786 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,481 CHF | 94,981 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 73,772 CHF | 74,222 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,645 CHF | 84,145 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 1.56 CHF | 1.57 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 73,733 CHF | 74,183 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 79,438 CHF | 79,888 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,434 CHF | 84,934 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,653 CHF | 75,153 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,738 CHF | 76,238 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,253 CHF | 71,753 CHF | 100.00% | 100.00% |
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