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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 | 1.03% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,301 CHF | 137,716 CHF | 14.13% | 89.78% |
| 19/11/2024 | 1.07% | 2.67 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,379 CHF | 136,835 CHF | 98.83% | 98.83% |
| 18/11/2024 | 1.27% | 2.64 CHF | 2.67 CHF | 50,000 | 50,000 | 44,523 | 44,435 | 113,411 CHF | 114,559 CHF | 99.09% | 99.09% |
| 15/11/2024 | 1.18% | 2.39 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,737 CHF | 119,129 CHF | 99.73% | 99.73% |
| 14/11/2024 | 0.94% | 2.33 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,701 CHF | 111,755 CHF | 97.08% | 97.08% |
| 13/11/2024 | 1.09% | 2.30 CHF | 2.33 CHF | 50,000 | 50,000 | 49,758 | 49,698 | 114,063 CHF | 115,164 CHF | 97.16% | 97.16% |
| 12/11/2024 | 1.15% | 2.24 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,942 CHF | 118,299 CHF | 98.02% | 98.02% |
| 11/11/2024 | 1.25% | 2.46 CHF | 2.49 CHF | 50,000 | 50,000 | 41,256 | 41,256 | 103,236 CHF | 104,479 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 2.10 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,112 CHF | 106,026 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 2.20 CHF | 2.22 CHF | 50,000 | 50,000 | 35,229 | 35,229 | 78,059 CHF | 78,827 CHF | 94.47% | 94.47% |
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