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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 | 0.51% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,692 CHF | 123,315 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,070 CHF | 121,656 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.50% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,033 CHF | 116,619 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,468 CHF | 116,058 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.44% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,704 CHF | 121,239 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.49% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 49,763 | 49,703 | 119,161 CHF | 119,597 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.43% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,889 CHF | 128,434 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.46% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,725 CHF | 133,333 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.46% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,830 CHF | 128,416 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.47% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 125,726 CHF | 126,305 CHF | 99.13% | 99.13% |
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