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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 | 0.40% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,663 CHF | 126,163 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,558 CHF | 125,058 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,253 CHF | 124,753 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,547 CHF | 123,047 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,868 CHF | 121,368 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 49,757 | 49,697 | 120,245 CHF | 120,596 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,974 CHF | 122,474 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,538 CHF | 124,038 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,806 CHF | 122,306 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 48,997 | 48,746 | 120,421 CHF | 120,286 CHF | 99.05% | 99.05% |
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