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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,399 CHF | 67,899 CHF | 99.26% | 99.27% |
| 20/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,950 CHF | 68,450 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,946 CHF | 70,446 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,321 CHF | 69,821 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,759 CHF | 68,259 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,078 CHF | 69,578 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,555 CHF | 71,055 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,819 CHF | 69,319 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,513 CHF | 66,013 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,251 CHF | 66,751 CHF | 100.00% | 100.00% |
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