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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 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,409 CHF | 51,909 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,115 CHF | 50,615 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.96% | 0.97 CHF | 0.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,784 CHF | 52,284 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,139 CHF | 52,639 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 60,720 CHF | 61,320 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.94% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 63,750 CHF | 64,350 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.19% | 0.95 CHF | 0.96 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 58,403 CHF | 59,103 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,411 CHF | 55,111 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 57,781 CHF | 58,481 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 48,621 CHF | 49,221 CHF | 100.00% | 100.00% |
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