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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 | 0.46% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,889 CHF | 109,389 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,202 CHF | 107,702 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,194 CHF | 109,694 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,379 CHF | 112,879 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,768 CHF | 111,268 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,461 CHF | 107,961 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.44% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,952 CHF | 113,452 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,796 CHF | 113,296 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,008 CHF | 109,508 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,621 CHF | 111,121 CHF | 99.70% | 99.70% |
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