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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 | 0.38% | 2.60 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,294 CHF | 131,794 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,285 CHF | 130,785 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,036 CHF | 130,536 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,418 CHF | 132,918 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,910 CHF | 129,410 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,497 CHF | 127,997 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,578 CHF | 129,078 CHF | 99.72% | 99.72% |
| 11/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,133 CHF | 131,633 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,954 CHF | 129,454 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,019 CHF | 127,519 CHF | 99.91% | 99.91% |
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