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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 | 0.54% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,129 CHF | 113,736 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,515 CHF | 112,106 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,480 CHF | 107,033 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,942 CHF | 106,538 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,122 CHF | 111,704 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.56% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 49,763 | 49,703 | 109,676 CHF | 110,153 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.54% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,296 CHF | 118,934 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.49% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,159 CHF | 123,762 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.50% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,269 CHF | 118,856 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.53% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 48,940 | 48,703 | 117,029 CHF | 117,052 CHF | 99.13% | 99.13% |
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