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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 | 0.45% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,668 CHF | 110,168 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,567 CHF | 111,067 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,377 CHF | 107,878 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,015 CHF | 103,515 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,372 CHF | 97,872 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 49,981 | 101,703 CHF | 102,163 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,447 CHF | 104,947 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.44% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 49,982 | 50,000 | 114,624 CHF | 115,166 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 49,991 | 116,758 CHF | 117,238 CHF | 99.17% | 99.17% |
| 07/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,683 CHF | 118,183 CHF | 99.96% | 99.96% |
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